Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1283920.6207 | 1068103.4293 | 215817.1915 | 51064042.8466 | 70158104.1173 | -19094061.2707 |
Total P&L (%) | 1283.9206 | 1068.1034 | 215.8172 | 51064.0428 | 70158.1041 | -19094.0613 |
Avg Daily Profit (%) | 0.5764 | 0.4795 | 0.0969 | 0.2804 | 0.2947 | 0 |
Buy And Hold Return (%) | 378.4615 | 378.4615 | 378.4615 | 378.4615 | 378.4615 | 378.4615 |
Max Trade Drawdown | -128470 | -93069 | -66662 | -205582045 | -102915466 | -119649623 |
Profit Factor | 3.0077 | 4.5479 | 1.6377 | 1.1123 | 1.3439 | 0.9239 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 41.2281 | 40.3509 | 42.1053 | 41.2281 | 40.3509 | 42.1053 |
Ratio Avg Win / Avg Loss | 4.2875 | 6.7229 | 2.2518 | 1.5856 | 1.9867 | 1.2703 |
Largest Winning Trade | 464656 | 464656 | 57373 | 104535160 | 104535160 | 49959009 |
Largest Losing Trade | -35766 | -32315 | -35766 | -42224269 | -32351983 | -42224269 |
Avg Bars in Trades | 114 | 89 | 140 | 114 | 89 | 140 |
Avg Bars in Winners | 196 | 141 | 250 | 196 | 141 | 250 |
Avg Bars in Losers | 57 | 54 | 60 | 57 | 54 | 60 |
Bars Traded | 13100 | 5081 | 8018 | 13100 | 5081 | 8018 |
Profit Streak | 1.5845 | 0 | 9.2512 | 1.5845 | 0 | 9.2512 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312730 | -169187 | -408768 | -92725 | -173497 | -761569 |
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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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