Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1020126.7139 | 868766.5937 | 151360.1202 | 22219098.0549 | 37597957.4305 | -15378859.3756 |
Total P&L (%) | 1020.1267 | 868.7666 | 151.3601 | 22219.0981 | 37597.9574 | -15378.8594 |
Avg Daily Profit (%) | 0.4081 | 0.3475 | 0.0605 | 0.2166 | 0.2376 | 0 |
Buy And Hold Return (%) | 724.0967 | 724.0967 | 724.0967 | 724.0967 | 724.0967 | 724.0967 |
Max Trade Drawdown | -91587 | -71000 | -56268 | -31299832 | -7721028 | -23701593 |
Profit Factor | 4.8208 | 5.9529 | 2.6525 | 1.5858 | 3.8613 | 0.3796 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 63.2911 | 64.1026 | 62.5 | 63.2911 | 64.1026 | 62.5 |
Ratio Avg Win / Avg Loss | 2.796 | 3.3336 | 1.5915 | 0.9198 | 2.1623 | 0.2278 |
Largest Winning Trade | 309153 | 309153 | 54931 | 33576638 | 33576638 | 2961056 |
Largest Losing Trade | -56677 | -56677 | -52056 | -23132756 | -7721028 | -23132756 |
Avg Bars in Trades | 119 | 218 | 22 | 119 | 218 | 22 |
Avg Bars in Winners | 95 | 161 | 29 | 95 | 161 | 29 |
Avg Bars in Losers | 160 | 320 | 11 | 160 | 320 | 11 |
Bars Traded | 9415 | 8517 | 898 | 9415 | 8517 | 898 |
Profit Streak | 97.6454 | 99.8954 | 97.6454 | 97.6454 | 99.8954 | 97.6454 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49426 | -83020 | -270313 | -19975 | 652530 | -578291 |
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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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