Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031126.4305 | 864567.0087 | 166559.4218 | 34007623.7818 | 46953632.4566 | -12946008.6748 |
Total P&L (%) | 1031.1264 | 864.567 | 166.5594 | 34007.6238 | 46953.6325 | -12946.0087 |
Avg Daily Profit (%) | 0.4125 | 0.3458 | 0.0666 | 0.2336 | 0.2465 | 0 |
Buy And Hold Return (%) | 694.7395 | 694.7395 | 694.7395 | 694.7395 | 694.7395 | 694.7395 |
Max Trade Drawdown | -102556 | -80202 | -92250 | -19782863 | -6161848 | -28157039 |
Profit Factor | 3.6734 | 5.3546 | 1.8899 | 1.6048 | 3.2294 | 0.6319 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 46.7391 | 45.6522 | 47.8261 | 46.7391 | 45.6522 | 47.8261 |
Ratio Avg Win / Avg Loss | 4.186 | 6.3746 | 2.0618 | 1.8287 | 3.8446 | 0.6893 |
Largest Winning Trade | 259100 | 259100 | 53794 | 32497576 | 32497576 | 5043416 |
Largest Losing Trade | -40577 | -26749 | -40577 | -18276012 | -4035269 | -18276012 |
Avg Bars in Trades | 104 | 138 | 70 | 104 | 138 | 70 |
Avg Bars in Winners | 141 | 194 | 90 | 141 | 194 | 90 |
Avg Bars in Losers | 71 | 91 | 52 | 71 | 91 | 52 |
Bars Traded | 9600 | 6350 | 3250 | 9600 | 6350 | 3250 |
Profit Streak | 78.8039 | 82.8039 | 0 | 78.8039 | 82.8039 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 38534 | -73447 | -266936 | 392301 | 487740 | -581549 |
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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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