Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1040527.1853 | 889205.9613 | 151321.224 | 18588282.0994 | 25008724.2842 | -6420442.1848 |
Total P&L (%) | 1040.5272 | 889.206 | 151.3212 | 18588.2821 | 25008.7243 | -6420.4422 |
Avg Daily Profit (%) | 0.4162 | 0.3557 | 0.0605 | 0.2094 | 0.2213 | 0 |
Buy And Hold Return (%) | 952.8861 | 952.8861 | 952.8861 | 952.8861 | 952.8861 | 952.8861 |
Max Trade Drawdown | -63575 | -49764 | -55968 | -12519543 | -3985322 | -10543038 |
Profit Factor | 3.3906 | 5.2958 | 1.663 | 1.7833 | 4.0504 | 0.5866 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 53.2468 | 48.7179 | 57.8947 | 53.2468 | 48.7179 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.9772 | 5.5745 | 1.2094 | 1.5658 | 4.2636 | 0.4266 |
Largest Winning Trade | 352770 | 352770 | 49275 | 20298065 | 20298065 | 2736686 |
Largest Losing Trade | -48647 | -23531 | -48647 | -10111932 | -2459730 | -10111932 |
Avg Bars in Trades | 125 | 137 | 113 | 125 | 137 | 113 |
Avg Bars in Winners | 151 | 171 | 134 | 151 | 171 | 134 |
Avg Bars in Losers | 95 | 104 | 85 | 95 | 104 | 85 |
Bars Traded | 9664 | 5349 | 4315 | 9664 | 5349 | 4315 |
Profit Streak | 80.6575 | 104.4075 | 0 | 80.6575 | 104.4075 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166092 | -148314 | -274804 | -33798 | 554445 | -579741 |
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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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