Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119737.4131 | 914616.6145 | 205120.7986 | 57595403.9046 | 64668779.8229 | -7073375.9183 |
Total P&L (%) | 1119.7374 | 914.6166 | 205.1208 | 57595.4039 | 64668.7798 | -7073.3759 |
Avg Daily Profit (%) | 0.448 | 0.366 | 0.0821 | 0.2547 | 0.2594 | 0 |
Buy And Hold Return (%) | 622.4306 | 622.4306 | 622.4306 | 622.4306 | 622.4306 | 622.4306 |
Max Trade Drawdown | -101504 | -54020 | -48439 | -72771574 | -38061488 | -34710085 |
Profit Factor | 3.0314 | 3.9929 | 1.8351 | 1.5366 | 2.1195 | 0.8573 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 46.3415 | 44.2623 | 48.3871 | 46.3415 | 44.2623 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.5101 | 5.0281 | 1.9575 | 1.7792 | 2.669 | 0.9145 |
Largest Winning Trade | 313247 | 313247 | 49649 | 55150011 | 55150011 | 15838468 |
Largest Losing Trade | -28582 | -28582 | -27726 | -25704065 | -15564009 | -25704065 |
Avg Bars in Trades | 118 | 131 | 106 | 118 | 131 | 106 |
Avg Bars in Winners | 157 | 167 | 149 | 157 | 167 | 149 |
Avg Bars in Losers | 84 | 103 | 65 | 84 | 103 | 65 |
Bars Traded | 14602 | 8019 | 6583 | 14602 | 8019 | 6583 |
Profit Streak | 70.1147 | 72.2814 | 70.1147 | 70.1147 | 72.2814 | 70.1147 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273281 | -166574 | -399916 | 396646 | -150777 | -735027 |
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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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