Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160878.5129 | 950474.2247 | 210404.2882 | 87703348.8526 | 93927508.2543 | -6224159.4017 |
Total P&L (%) | 1160.8785 | 950.4742 | 210.4043 | 87703.3489 | 93927.5083 | -6224.1594 |
Avg Daily Profit (%) | 0.4642 | 0.38 | 0.0841 | 0.2714 | 0.2741 | 0 |
Buy And Hold Return (%) | 808.4514 | 808.4514 | 808.4514 | 808.4514 | 808.4514 | 808.4514 |
Max Trade Drawdown | -73739 | -42898 | -63918 | -64069007 | -38554048 | -35103487 |
Profit Factor | 3.252 | 4.1453 | 1.9864 | 1.6134 | 2.1705 | 0.9008 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 44.4444 | 41.2698 | 47.619 | 44.4444 | 41.2698 | 47.619 |
Ratio Avg Win / Avg Loss | 4.065 | 5.899 | 2.1851 | 2.0168 | 3.0888 | 0.9908 |
Largest Winning Trade | 345786 | 345786 | 50760 | 81629430 | 81629430 | 16325873 |
Largest Losing Trade | -30625 | -30625 | -19833 | -13272791 | -13272791 | -9156373 |
Avg Bars in Trades | 38 | 40 | 36 | 38 | 40 | 36 |
Avg Bars in Winners | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Losers | 23 | 27 | 20 | 23 | 27 | 20 |
Bars Traded | 4817 | 2521 | 2296 | 4817 | 2521 | 2296 |
Profit Streak | 89.9568 | 93.4568 | 89.9568 | 89.9568 | 93.4568 | 89.9568 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14510 | -244173 | -389686 | 390077 | -136993 | -727825 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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