Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045106.7852 | 864292.8583 | 180813.9269 | 43490670.48 | 73326831.8714 | -29836161.3914 |
Total P&L (%) | 1045.1068 | 864.2929 | 180.8139 | 43490.6705 | 73326.8319 | -29836.1614 |
Avg Daily Profit (%) | 0.4182 | 0.3458 | 0.0723 | 0.2435 | 0.2644 | 0 |
Buy And Hold Return (%) | 771.6849 | 771.6849 | 771.6849 | 771.6849 | 771.6849 | 771.6849 |
Max Trade Drawdown | -105318 | -54518 | -81464 | -72184707 | -36462933 | -47190014 |
Profit Factor | 3.3564 | 4.8816 | 1.8187 | 1.3449 | 2.2818 | 0.5669 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 51.5789 | 51.0638 | 52.0833 | 51.5789 | 51.0638 | 52.0833 |
Ratio Avg Win / Avg Loss | 3.1509 | 4.6782 | 1.6732 | 1.2626 | 2.1867 | 0.5216 |
Largest Winning Trade | 346988 | 346988 | 51035 | 78622508 | 78622508 | 13775456 |
Largest Losing Trade | -32627 | -23477 | -32627 | -24993689 | -20590477 | -24993689 |
Avg Bars in Trades | 153 | 166 | 140 | 153 | 166 | 140 |
Avg Bars in Winners | 194 | 200 | 189 | 194 | 200 | 189 |
Avg Bars in Losers | 109 | 131 | 88 | 109 | 131 | 88 |
Bars Traded | 14594 | 7835 | 6759 | 14594 | 7835 | 6759 |
Profit Streak | 88.2388 | 90.2388 | 88.2388 | 88.2388 | 90.2388 | 88.2388 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37807 | -110672 | -257756 | 366680 | 493550 | -579860 |
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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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