Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1099954.39 | 922028.9845 | 177925.4055 | -29497159.0839 | 141760990.6423 | -171258149.7262 |
Total P&L (%) | 1099.9544 | 922.029 | 177.9254 | -29497.1591 | 141760.9906 | -171258.1497 |
Avg Daily Profit (%) | 0.4399 | 0.3688 | 0.0712 | 0 | 0.2907 | 0 |
Buy And Hold Return (%) | 818.1482 | 818.1482 | 818.1482 | 818.1482 | 818.1482 | 818.1482 |
Max Trade Drawdown | -146133 | -72288 | -135732 | -202390336 | -24952544 | -210022215 |
Profit Factor | 3.4469 | 5.6758 | 1.7051 | 0.9014 | 3.3017 | 0.2795 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 49 | 24 | 25 | 47 | 23 | 24 |
Losing Trades | 41 | 21 | 20 | 43 | 22 | 21 |
Profitability (%) | 54.4444 | 53.3333 | 55.5556 | 52.2222 | 51.1111 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.8841 | 4.9663 | 1.3641 | 0.8247 | 3.1581 | 0.2445 |
Largest Winning Trade | 250255 | 250255 | 64088 | 100785580 | 100785580 | 18619169 |
Largest Losing Trade | -113927 | -47001 | -113927 | -195828386 | -9207100 | -195828386 |
Avg Bars in Trades | 107 | 116 | 97 | 107 | 116 | 97 |
Avg Bars in Winners | 125 | 125 | 125 | 120 | 126 | 115 |
Avg Bars in Losers | 85 | 107 | 62 | 92 | 106 | 76 |
Bars Traded | 9648 | 5264 | 4384 | 9648 | 5264 | 4384 |
Profit Streak | 130.935 | 130.935 | 137.435 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -39769 | -107439 | -259833 | -580249 | 552063 | -580279 |
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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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