Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922338.5699 | 839229.4519 | 83109.118 | 2170137.4366 | -45345358.0932 | 47515495.5297 |
Total P&L (%) | 922.3386 | 839.2295 | 83.1091 | 2170.1374 | -45345.3581 | 47515.4955 |
Avg Daily Profit (%) | 0.3689 | 0.3356 | 0.0332 | 0.125 | 0 | 0.2469 |
Buy And Hold Return (%) | 820.8731 | 820.8731 | 820.8731 | 820.8731 | 820.8731 | 820.8731 |
Max Trade Drawdown | -183308 | -77562 | -170373 | -53916168 | -47187590 | -9496965 |
Profit Factor | 2.6498 | 5.3408 | 1.2272 | 1.0274 | 0.237 | 3.417 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 62 | 30 | 32 | 42 | 23 | 19 |
Losing Trades | 22 | 12 | 10 | 42 | 19 | 23 |
Profitability (%) | 73.8095 | 71.4286 | 76.1905 | 50 | 54.7619 | 45.2381 |
Ratio Avg Win / Avg Loss | 0.9402 | 2.1363 | 0.3835 | 1.0274 | 0.1958 | 4.1364 |
Largest Winning Trade | 251232 | 251232 | 53535 | 53863819 | 3324415 | 53863819 |
Largest Losing Trade | -170373 | -45838 | -170373 | -34740366 | -34740366 | -2437569 |
Avg Bars in Trades | 55 | 58 | 53 | 55 | 58 | 53 |
Avg Bars in Winners | 57 | 59 | 55 | 58 | 60 | 56 |
Avg Bars in Losers | 52 | 55 | 47 | 53 | 56 | 50 |
Bars Traded | 4688 | 2447 | 2241 | 4688 | 2447 | 2241 |
Profit Streak | 160.5749 | 185.5749 | 160.5749 | 160.5749 | 185.5749 | 160.5749 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110535 | -137373 | -311504 | -217896 | -578732 | 522640 |
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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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