Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068465.4692 | 903472.1143 | 164993.3549 | 28066639.8907 | 45541879.6146 | -17475239.7239 |
Total P&L (%) | 1068.4655 | 903.4721 | 164.9934 | 28066.6399 | 45541.8796 | -17475.2397 |
Avg Daily Profit (%) | 0.4274 | 0.3614 | 0.066 | 0.2259 | 0.2452 | 0 |
Buy And Hold Return (%) | 688.6781 | 688.6781 | 688.6781 | 688.6781 | 688.6781 | 688.6781 |
Max Trade Drawdown | -116632 | -61498 | -115401 | -33105994 | -17569298 | -39560995 |
Profit Factor | 3.1144 | 4.3012 | 1.7123 | 1.2881 | 2.0099 | 0.666 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 49.5652 | 49.1228 | 50 | 49.5652 | 49.1228 | 50 |
Ratio Avg Win / Avg Loss | 3.1691 | 4.4548 | 1.7123 | 1.3107 | 2.0817 | 0.666 |
Largest Winning Trade | 348974 | 348974 | 49158 | 40153273 | 40153273 | 6595563 |
Largest Losing Trade | -36450 | -24374 | -36450 | -18829903 | -9415573 | -18829903 |
Avg Bars in Trades | 84 | 101 | 67 | 84 | 101 | 67 |
Avg Bars in Winners | 110 | 137 | 84 | 110 | 137 | 84 |
Avg Bars in Losers | 58 | 65 | 50 | 58 | 65 | 50 |
Bars Traded | 9668 | 5760 | 3908 | 9668 | 5760 | 3908 |
Profit Streak | 76.7544 | 112.0044 | 76.7544 | 76.7544 | 112.0044 | 76.7544 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 257536 | -231483 | -446840 | 337355 | -167194 | -760275 |
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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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