Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1472699.8001 | 1391748.1147 | 80951.6854 | 42666857.9909 | 46625606.1569 | -3958748.166 |
Total P&L (%) | 1472.6998 | 1391.7481 | 80.9517 | 42666.858 | 46625.6062 | -3958.7482 |
Avg Daily Profit (%) | 0.7934 | 0.7498 | 0.0436 | 0.3269 | 0.3317 | 0 |
Buy And Hold Return (%) | 7940.8163 | 7940.8163 | 7940.8163 | 7940.8163 | 7940.8163 | 7940.8163 |
Max Trade Drawdown | -76143 | -40654 | -65140 | -12641617 | -5487589 | -16128909 |
Profit Factor | 5.002 | 11.2835 | 1.348 | 1.9355 | 3.7053 | 0.8605 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 53.4247 | 52.7778 | 54.0541 | 53.4247 | 52.7778 | 54.0541 |
Ratio Avg Win / Avg Loss | 4.3608 | 10.0957 | 1.1458 | 1.6873 | 3.3153 | 0.7314 |
Largest Winning Trade | 551008 | 551008 | 63154 | 25619737 | 25619737 | 6446892 |
Largest Losing Trade | -46558 | -20635 | -46558 | -7334392 | -3614866 | -7334392 |
Avg Bars in Trades | 147 | 147 | 147 | 147 | 147 | 147 |
Avg Bars in Winners | 194 | 217 | 172 | 194 | 217 | 172 |
Avg Bars in Losers | 93 | 69 | 117 | 93 | 69 | 117 |
Bars Traded | 10780 | 5324 | 5456 | 10780 | 5324 | 5456 |
Profit Streak | 60.8101 | 95.4767 | 60.8101 | 60.8101 | 95.4767 | 60.8101 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -219451 | -143595 | -298966 | -62866 | 582266 | -579687 |
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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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