Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069323.7655 | 844122.4107 | 225201.3548 | 103688350.0919 | 169169299.0843 | -65480948.9924 |
Total P&L (%) | 1069.3238 | 844.1224 | 225.2014 | 103688.3501 | 169169.2991 | -65480.949 |
Avg Daily Profit (%) | 0.4279 | 0.3378 | 0.0901 | 0.2783 | 0.2979 | 0 |
Buy And Hold Return (%) | 820.2892 | 820.2892 | 820.2892 | 820.2892 | 820.2892 | 820.2892 |
Max Trade Drawdown | -81905 | -43465 | -82636 | -125756669 | -40282302 | -109736528 |
Profit Factor | 3.748 | 5.7711 | 2.0612 | 1.39 | 2.6361 | 0.5969 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 52.1008 | 50.8475 | 53.3333 | 52.1008 | 50.8475 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.4457 | 5.5787 | 1.8036 | 1.2779 | 2.5482 | 0.5223 |
Largest Winning Trade | 284957 | 284957 | 43233 | 147794027 | 147794027 | 34731792 |
Largest Losing Trade | -36671 | -15102 | -36671 | -73218472 | -17881997 | -73218472 |
Avg Bars in Trades | 117 | 137 | 97 | 117 | 137 | 97 |
Avg Bars in Winners | 161 | 193 | 131 | 161 | 193 | 131 |
Avg Bars in Losers | 69 | 80 | 58 | 69 | 80 | 58 |
Bars Traded | 13978 | 8128 | 5850 | 13978 | 8128 | 5850 |
Profit Streak | 67.4837 | 77.317 | 67.4837 | 67.4837 | 77.317 | 67.4837 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52906 | -315175 | -402708 | 392366 | -162110 | -748967 |
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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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