Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119786.4036 | 897893.7432 | 221892.6604 | 87893240.0381 | 156298296.0078 | -68405055.9697 |
Total P&L (%) | 1119.7864 | 897.8937 | 221.8927 | 87893.24 | 156298.296 | -68405.056 |
Avg Daily Profit (%) | 0.448 | 0.3593 | 0.0888 | 0.2716 | 0.2947 | 0 |
Buy And Hold Return (%) | 735.9523 | 735.9523 | 735.9523 | 735.9523 | 735.9523 | 735.9523 |
Max Trade Drawdown | -108900 | -46709 | -67562 | -138151489 | -42494023 | -98293349 |
Profit Factor | 3.9252 | 6.1023 | 2.0728 | 1.4624 | 3.5145 | 0.4653 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 56.6265 | 56.0976 | 57.1429 | 56.6265 | 56.0976 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.0065 | 4.7757 | 1.5546 | 1.1201 | 2.7505 | 0.349 |
Largest Winning Trade | 302989 | 302989 | 47954 | 139175295 | 139175295 | 17431060 |
Largest Losing Trade | -44865 | -22883 | -44865 | -83050866 | -26877646 | -83050866 |
Avg Bars in Trades | 176 | 193 | 158 | 176 | 193 | 158 |
Avg Bars in Winners | 210 | 209 | 212 | 210 | 209 | 212 |
Avg Bars in Losers | 130 | 173 | 86 | 130 | 173 | 86 |
Bars Traded | 14612 | 7946 | 6666 | 14612 | 7946 | 6666 |
Profit Streak | 165.5811 | 175.5811 | 165.5811 | 165.5811 | 175.5811 | 165.5811 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 289793 | -77597 | -234332 | 384842 | 624542 | -578842 |
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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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