Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1119034.5486 | 916433.3147 | 202601.2339 | 59592371.1681 | 74785198.5606 | -15192827.3925 |
Total P&L (%) | 1119.0345 | 916.4333 | 202.6012 | 59592.3712 | 74785.1986 | -15192.8274 |
Avg Daily Profit (%) | 0.4476 | 0.3666 | 0.081 | 0.256 | 0.2651 | 0 |
Buy And Hold Return (%) | 755.0798 | 755.0798 | 755.0798 | 755.0798 | 755.0798 | 755.0798 |
Max Trade Drawdown | -168694 | -82432 | -123491 | -86309662 | -46954236 | -64305803 |
Profit Factor | 3.5356 | 4.9709 | 1.9623 | 1.3695 | 1.9196 | 0.81 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 57.4257 | 54 | 60.7843 | 57.4257 | 54 | 60.7843 |
Ratio Avg Win / Avg Loss | 2.6212 | 4.2344 | 1.266 | 1.0153 | 1.6352 | 0.5226 |
Largest Winning Trade | 350296 | 350296 | 50088 | 49921770 | 49921770 | 12057318 |
Largest Losing Trade | -43896 | -23447 | -43896 | -23578601 | -23578601 | -22819550 |
Avg Bars in Trades | 95 | 116 | 75 | 95 | 116 | 75 |
Avg Bars in Winners | 109 | 129 | 91 | 109 | 129 | 91 |
Avg Bars in Losers | 78 | 101 | 51 | 78 | 101 | 51 |
Bars Traded | 9691 | 5838 | 3853 | 9691 | 5838 | 3853 |
Profit Streak | 149.4124 | 156.9124 | 149.4124 | 149.4124 | 156.9124 | 149.4124 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 132095 | -260633 | -425608 | 418993 | -166333 | -758472 |
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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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