Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055260.621 | 872729.4634 | 182531.1576 | 39128203.2822 | 51327738.1742 | -12199534.892 |
Total P&L (%) | 1055.2606 | 872.7295 | 182.5312 | 39128.2033 | 51327.7382 | -12199.5349 |
Avg Daily Profit (%) | 0.4221 | 0.3491 | 0.073 | 0.2392 | 0.25 | 0 |
Buy And Hold Return (%) | 758.3437 | 758.3437 | 758.3437 | 758.3437 | 758.3437 | 758.3437 |
Max Trade Drawdown | -111725 | -96066 | -39050 | -32449319 | -10424111 | -22129104 |
Profit Factor | 4.6933 | 5.6483 | 2.8631 | 2.0684 | 4.6994 | 0.4637 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 68.1159 | 67.6471 | 68.5714 | 68.1159 | 67.6471 | 68.5714 |
Ratio Avg Win / Avg Loss | 2.1969 | 2.7014 | 1.3123 | 0.9682 | 2.2476 | 0.2125 |
Largest Winning Trade | 300376 | 300376 | 50474 | 43150806 | 43150806 | 2185013 |
Largest Losing Trade | -48353 | -48353 | -38293 | -22025207 | -10424111 | -22025207 |
Avg Bars in Trades | 136 | 228 | 47 | 136 | 228 | 47 |
Avg Bars in Winners | 121 | 201 | 45 | 121 | 201 | 45 |
Avg Bars in Losers | 168 | 285 | 51 | 168 | 285 | 51 |
Bars Traded | 9426 | 7773 | 1653 | 9426 | 7773 | 1653 |
Profit Streak | 113.302 | 113.302 | 240.302 | 113.302 | 113.302 | 240.302 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128759 | -98435 | -253510 | -92771 | 679437 | -577408 |
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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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