Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105216.8642 | 911554.1503 | 193662.7139 | 53665033.1757 | 77345671.623 | -23680638.4473 |
Total P&L (%) | 1105.2169 | 911.5542 | 193.6627 | 53665.0332 | 77345.6716 | -23680.6384 |
Avg Daily Profit (%) | 0.4422 | 0.3647 | 0.0775 | 0.2519 | 0.2665 | 0 |
Buy And Hold Return (%) | 675.4329 | 675.4329 | 675.4329 | 675.4329 | 675.4329 | 675.4329 |
Max Trade Drawdown | -94623 | -50054 | -68648 | -67242340 | -36353901 | -42642925 |
Profit Factor | 3.2963 | 4.5068 | 1.8749 | 1.4274 | 2.1838 | 0.6068 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 50.4762 | 50 | 50.9434 | 50.4762 | 50 | 50.9434 |
Ratio Avg Win / Avg Loss | 3.2341 | 4.5068 | 1.8054 | 1.4005 | 2.1838 | 0.5843 |
Largest Winning Trade | 330296 | 330296 | 50303 | 78260888 | 78260888 | 7982400 |
Largest Losing Trade | -28759 | -27085 | -28759 | -22895138 | -21025426 | -22895138 |
Avg Bars in Trades | 139 | 151 | 127 | 139 | 151 | 127 |
Avg Bars in Winners | 176 | 176 | 177 | 176 | 176 | 177 |
Avg Bars in Losers | 100 | 126 | 74 | 100 | 126 | 74 |
Bars Traded | 14598 | 7865 | 6733 | 14598 | 7865 | 6733 |
Profit Streak | 89.5599 | 92.7266 | 89.5599 | 89.5599 | 92.7266 | 89.5599 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302300 | -219635 | -431085 | 383208 | -166735 | -760152 |
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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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