Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 994285.2525 | 843100.2976 | 151184.9549 | 27474835.0994 | 109341994.27 | -81867159.1706 |
Total P&L (%) | 994.2853 | 843.1003 | 151.185 | 27474.8351 | 109341.9943 | -81867.1592 |
Avg Daily Profit (%) | 0.4774 | 0.4048 | 0.0726 | 0.2702 | 0.3366 | 0 |
Buy And Hold Return (%) | 1260.0657 | 1260.0657 | 1260.0657 | 1260.0657 | 1260.0657 | 1260.0657 |
Max Trade Drawdown | -138537 | -64964 | -117013 | -119815801 | -17641010 | -113813757 |
Profit Factor | 3.2223 | 4.5347 | 1.7237 | 1.1297 | 2.3982 | 0.3877 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 52.1277 | 53.1915 | 51.0638 | 52.1277 | 53.1915 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.9592 | 3.9906 | 1.6519 | 1.0374 | 2.1104 | 0.3716 |
Largest Winning Trade | 173692 | 173692 | 62895 | 86387255 | 86387255 | 12503882 |
Largest Losing Trade | -68314 | -46172 | -68314 | -95142609 | -8630275 | -95142609 |
Avg Bars in Trades | 261 | 285 | 237 | 261 | 285 | 237 |
Avg Bars in Winners | 345 | 363 | 327 | 345 | 363 | 327 |
Avg Bars in Losers | 169 | 197 | 143 | 169 | 197 | 143 |
Bars Traded | 24589 | 13435 | 11154 | 24589 | 13435 | 11154 |
Profit Streak | 97.0148 | 98.9315 | 97.0148 | 97.0148 | 98.9315 | 97.0148 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147724 | -147480 | -257748 | -67788 | 533825 | -579999 |
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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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