Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1151479.4392 | 931484.3966 | 219995.0427 | 89428569.0907 | 148610613.5753 | -59182044.4846 |
Total P&L (%) | 1151.4794 | 931.4844 | 219.995 | 89428.5691 | 148610.6136 | -59182.0445 |
Avg Daily Profit (%) | 0.4607 | 0.3727 | 0.088 | 0.2723 | 0.2927 | 0 |
Buy And Hold Return (%) | 747.3717 | 747.3717 | 747.3717 | 747.3717 | 747.3717 | 747.3717 |
Max Trade Drawdown | -108040 | -70359 | -64155 | -139707772 | -50752202 | -91690729 |
Profit Factor | 3.9776 | 5.4017 | 2.2565 | 1.4807 | 3.086 | 0.4845 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 55.1724 | 53.4884 | 56.8182 | 55.1724 | 53.4884 | 56.8182 |
Ratio Avg Win / Avg Loss | 3.2318 | 4.6971 | 1.7149 | 1.203 | 2.6835 | 0.3682 |
Largest Winning Trade | 331956 | 331956 | 47510 | 146603056 | 146603056 | 17860394 |
Largest Losing Trade | -39477 | -36423 | -39477 | -75310739 | -31644984 | -75310739 |
Avg Bars in Trades | 163 | 182 | 145 | 163 | 182 | 145 |
Avg Bars in Winners | 202 | 209 | 195 | 202 | 209 | 195 |
Avg Bars in Losers | 116 | 151 | 79 | 116 | 151 | 79 |
Bars Traded | 14252 | 7859 | 6392 | 14252 | 7859 | 6392 |
Profit Streak | 153.6815 | 162.8481 | 153.6815 | 153.6815 | 162.8481 | 153.6815 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347247 | -70063 | -235013 | 436647 | 583026 | -578871 |
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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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