Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1112789.9427 | 928069.486 | 184720.4567 | 49586469.9126 | 57433055.4987 | -7846585.5861 |
Total P&L (%) | 1112.7899 | 928.0695 | 184.7205 | 49586.4699 | 57433.0555 | -7846.5856 |
Avg Daily Profit (%) | 0.4452 | 0.3713 | 0.0739 | 0.2487 | 0.2546 | 0 |
Buy And Hold Return (%) | 916.2933 | 916.2933 | 916.2933 | 916.2933 | 916.2933 | 916.2933 |
Max Trade Drawdown | -101183 | -93718 | -48996 | -40706568 | -21078935 | -21620744 |
Profit Factor | 3.2247 | 4.3163 | 1.8383 | 1.622 | 2.4234 | 0.8007 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 47.3282 | 46.1538 | 48.4848 | 47.3282 | 46.1538 | 48.4848 |
Ratio Avg Win / Avg Loss | 3.5888 | 5.0357 | 1.9532 | 1.8051 | 2.8273 | 0.8508 |
Largest Winning Trade | 396595 | 396595 | 46677 | 52989792 | 52989792 | 9455681 |
Largest Losing Trade | -28404 | -27740 | -28404 | -18846915 | -10057617 | -18846915 |
Avg Bars in Trades | 112 | 132 | 93 | 112 | 132 | 93 |
Avg Bars in Winners | 173 | 188 | 159 | 173 | 188 | 159 |
Avg Bars in Losers | 58 | 84 | 31 | 58 | 84 | 31 |
Bars Traded | 14790 | 8599 | 6191 | 14790 | 8599 | 6191 |
Profit Streak | 78.5026 | 90.1693 | 78.5026 | 78.5026 | 90.1693 | 78.5026 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82038 | -277477 | -380357 | 440983 | -119372 | -704583 |
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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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