Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958929.5835 | 771016.233 | 187913.3506 | 47573200.0298 | 55687955.3377 | -8114755.308 |
Total P&L (%) | 958.9296 | 771.0162 | 187.9134 | 47573.2 | 55687.9553 | -8114.7553 |
Avg Daily Profit (%) | 0.3835 | 0.3084 | 0.0752 | 0.247 | 0.2533 | 0 |
Buy And Hold Return (%) | 802.9715 | 802.9715 | 802.9715 | 802.9715 | 802.9715 | 802.9715 |
Max Trade Drawdown | -49785 | -54371 | -48700 | -27523051 | -14900793 | -22740539 |
Profit Factor | 3.4499 | 4.5357 | 2.084 | 1.8157 | 3.0375 | 0.7381 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 60.8696 | 60.8696 | 60.8696 | 60.8696 | 60.8696 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.2178 | 2.9158 | 1.3397 | 1.1673 | 1.9527 | 0.4745 |
Largest Winning Trade | 238910 | 238910 | 47696 | 38065442 | 38065442 | 6825575 |
Largest Losing Trade | -43875 | -43875 | -39339 | -21242613 | -14900793 | -21242613 |
Avg Bars in Trades | 104 | 115 | 94 | 104 | 115 | 94 |
Avg Bars in Winners | 109 | 121 | 96 | 109 | 121 | 96 |
Avg Bars in Losers | 97 | 105 | 90 | 97 | 105 | 90 |
Bars Traded | 9638 | 5313 | 4325 | 9638 | 5313 | 4325 |
Profit Streak | 26.8793 | 0 | 159.1293 | 26.8793 | 0 | 159.1293 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86951 | -147876 | -252686 | 466858 | 568006 | -577942 |
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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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