Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033855.0399 | 870005.6931 | 163849.3468 | 26945970.1884 | 40812541.6001 | -13866571.4117 |
Total P&L (%) | 1033.855 | 870.0057 | 163.8493 | 26945.9702 | 40812.5416 | -13866.5714 |
Avg Daily Profit (%) | 0.4137 | 0.3481 | 0.0656 | 0.2243 | 0.2409 | 0 |
Buy And Hold Return (%) | 927.0068 | 927.0068 | 927.0068 | 927.0068 | 927.0068 | 927.0068 |
Max Trade Drawdown | -91636 | -65268 | -93107 | -23902013 | -10504155 | -25488573 |
Profit Factor | 2.263 | 2.7669 | 1.5023 | 1.2376 | 1.6916 | 0.7451 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 115 | 52 | 63 | 115 | 52 | 63 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 50 | 45.2174 | 54.7826 | 50 | 45.2174 | 54.7826 |
Ratio Avg Win / Avg Loss | 2.263 | 3.3522 | 1.24 | 1.2376 | 2.0494 | 0.615 |
Largest Winning Trade | 211896 | 211896 | 57693 | 21524917 | 21524917 | 4202024 |
Largest Losing Trade | -41178 | -41178 | -31268 | -12861387 | -6017464 | -12861387 |
Avg Bars in Trades | 64 | 68 | 59 | 64 | 68 | 59 |
Avg Bars in Winners | 82 | 90 | 76 | 82 | 90 | 76 |
Avg Bars in Losers | 45 | 51 | 38 | 45 | 51 | 38 |
Bars Traded | 14729 | 7908 | 6821 | 14729 | 7908 | 6821 |
Profit Streak | 37.9705 | 88.4705 | 37.9705 | 37.9705 | 88.4705 | 37.9705 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113554 | -152341 | -268930 | 365059 | 376002 | -579861 |
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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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