Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1007598.5806 | 803631.2909 | 203967.2897 | 61296479.4198 | 78227934.0141 | -16931454.5943 |
Total P&L (%) | 1007.5986 | 803.6313 | 203.9673 | 61296.4794 | 78227.934 | -16931.4546 |
Avg Daily Profit (%) | 0.403 | 0.3215 | 0.0816 | 0.2571 | 0.2669 | 0 |
Buy And Hold Return (%) | 778.7629 | 778.7629 | 778.7629 | 778.7629 | 778.7629 | 778.7629 |
Max Trade Drawdown | -76230 | -68986 | -78321 | -38519089 | -8999146 | -29519942 |
Profit Factor | 3.5094 | 5.5388 | 1.9086 | 2.1864 | 5.5215 | 0.5073 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 67.3267 | 64.7059 | 70 | 67.3267 | 64.7059 | 70 |
Ratio Avg Win / Avg Loss | 1.7031 | 3.0212 | 0.818 | 1.061 | 3.0117 | 0.2174 |
Largest Winning Trade | 248753 | 248753 | 47998 | 51420994 | 51420994 | 3579762 |
Largest Losing Trade | -58060 | -34133 | -58060 | -29169262 | -7799150 | -29169262 |
Avg Bars in Trades | 95 | 107 | 84 | 95 | 107 | 84 |
Avg Bars in Winners | 101 | 105 | 96 | 101 | 105 | 96 |
Avg Bars in Losers | 85 | 110 | 55 | 85 | 110 | 55 |
Bars Traded | 9684 | 5473 | 4211 | 9684 | 5473 | 4211 |
Profit Streak | 151.1723 | 161.1723 | 151.1723 | 151.1723 | 161.1723 | 151.1723 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -53679 | -315372 | -425454 | 568082 | -160009 | -757277 |
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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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