Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1555276.9341 | 1511924.6263 | 43352.3078 | -9885770.0382 | 25046511.9823 | -34932282.0205 |
Total P&L (%) | 1555.2769 | 1511.9246 | 43.3523 | -9885.77 | 25046.512 | -34932.282 |
Avg Daily Profit (%) | 0.7467 | 0.7259 | 0.0208 | 0 | 0.2657 | 0 |
Buy And Hold Return (%) | 10572.675 | 10572.675 | 10572.675 | 10572.675 | 10572.675 | 10572.675 |
Max Trade Drawdown | -228551 | -143557 | -110355 | -39964231 | -7614189 | -35877204 |
Profit Factor | 4.5478 | 7.014 | 1.2319 | 0.8016 | 3.1827 | 0.0894 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 47 | 25 | 22 | 45 | 25 | 20 |
Losing Trades | 36 | 16 | 20 | 38 | 16 | 22 |
Profitability (%) | 56.6265 | 60.9756 | 52.381 | 54.2169 | 60.9756 | 47.619 |
Ratio Avg Win / Avg Loss | 3.4834 | 4.489 | 1.1199 | 0.6769 | 2.0369 | 0.0983 |
Largest Winning Trade | 586180 | 586180 | 29645 | 23056596 | 23056596 | 1581831 |
Largest Losing Trade | -109322 | -53224 | -109322 | -31490183 | -6529740 | -31490183 |
Avg Bars in Trades | 292 | 504 | 85 | 292 | 504 | 85 |
Avg Bars in Winners | 307 | 486 | 103 | 323 | 522 | 73 |
Avg Bars in Losers | 272 | 531 | 65 | 256 | 475 | 96 |
Bars Traded | 24275 | 20680 | 3595 | 24275 | 20680 | 3595 |
Profit Streak | 124.6553 | 127.3219 | 124.6553 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144636 | -142299 | -329852 | -581508 | 421619 | -581660 |
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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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