Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057754.0365 | 866889.3038 | 190864.7327 | 36962746.38 | 47468498.6646 | -10505752.2846 |
Total P&L (%) | 1057.754 | 866.8893 | 190.8647 | 36962.7464 | 47468.4987 | -10505.7523 |
Avg Daily Profit (%) | 0.4232 | 0.3468 | 0.0764 | 0.2369 | 0.2469 | 0 |
Buy And Hold Return (%) | 749.1685 | 749.1685 | 749.1685 | 749.1685 | 749.1685 | 749.1685 |
Max Trade Drawdown | -86230 | -30596 | -71806 | -17671802 | -7380960 | -25557002 |
Profit Factor | 3.813 | 6.6471 | 1.8578 | 1.7378 | 4.0541 | 0.696 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 56.3218 | 51.1628 | 61.3636 | 56.3218 | 51.1628 | 61.3636 |
Ratio Avg Win / Avg Loss | 2.9571 | 6.345 | 1.1697 | 1.3477 | 3.8698 | 0.4382 |
Largest Winning Trade | 360147 | 360147 | 49697 | 28454395 | 28454395 | 3839278 |
Largest Losing Trade | -71339 | -16792 | -71339 | -14544491 | -3713441 | -14544491 |
Avg Bars in Trades | 167 | 187 | 148 | 167 | 187 | 148 |
Avg Bars in Winners | 208 | 230 | 190 | 208 | 230 | 190 |
Avg Bars in Losers | 114 | 142 | 80 | 114 | 142 | 80 |
Bars Traded | 14585 | 8067 | 6518 | 14585 | 8067 | 6518 |
Profit Streak | 156.2195 | 163.2195 | 156.2195 | 156.2195 | 163.2195 | 156.2195 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -18325 | -97902 | -251858 | 466945 | 601486 | -578282 |
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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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