Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029324.1316 | 843774.011 | 185550.1206 | 40893715.3493 | 90623883.6728 | -49730168.3235 |
Total P&L (%) | 1029.3241 | 843.774 | 185.5501 | 40893.7153 | 90623.8837 | -49730.1683 |
Avg Daily Profit (%) | 0.4114 | 0.3372 | 0.0742 | 0.2407 | 0.2726 | 0 |
Buy And Hold Return (%) | 787.4305 | 787.4305 | 787.4305 | 787.4305 | 787.4305 | 787.4305 |
Max Trade Drawdown | -115615 | -97592 | -110201 | -73970316 | -17995866 | -79797717 |
Profit Factor | 2.7985 | 3.9136 | 1.6563 | 1.2476 | 2.6401 | 0.5475 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 56.8 | 56.4516 | 57.1429 | 56.8 | 56.4516 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.1285 | 3.0191 | 1.2422 | 0.9489 | 2.0367 | 0.4106 |
Largest Winning Trade | 159261 | 159261 | 61340 | 58289375 | 58289375 | 7249076 |
Largest Losing Trade | -64287 | -51746 | -64287 | -61001544 | -15343320 | -61001544 |
Avg Bars in Trades | 57 | 68 | 47 | 57 | 68 | 47 |
Avg Bars in Winners | 64 | 65 | 63 | 64 | 65 | 63 |
Avg Bars in Losers | 48 | 73 | 24 | 48 | 73 | 24 |
Bars Traded | 7226 | 4265 | 2961 | 7226 | 4265 | 2961 |
Profit Streak | 77.2689 | 91.2689 | 77.2689 | 77.2689 | 91.2689 | 77.2689 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52843 | -279692 | -402873 | 311766 | -138690 | -725974 |
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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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