Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1055146.8173 | 878235.7497 | 176911.0675 | 42683697.2201 | 43934256.4248 | -1250559.2047 |
Total P&L (%) | 1055.1468 | 878.2358 | 176.9111 | 42683.6972 | 43934.2564 | -1250.5592 |
Avg Daily Profit (%) | 0.422 | 0.3513 | 0.0708 | 0.2426 | 0.2438 | 0 |
Buy And Hold Return (%) | 830.1207 | 830.1207 | 830.1207 | 830.1207 | 830.1207 | 830.1207 |
Max Trade Drawdown | -99652 | -94647 | -72163 | -14014420 | -11477390 | -20195876 |
Profit Factor | 2.468 | 3.1772 | 1.561 | 1.562 | 2.1134 | 0.9657 |
Total Trades | 230 | 115 | 115 | 230 | 115 | 115 |
Winning Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Losing Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Profitability (%) | 47.3913 | 46.087 | 48.6957 | 47.3913 | 46.087 | 48.6957 |
Ratio Avg Win / Avg Loss | 2.7397 | 3.7167 | 1.6446 | 1.734 | 2.4723 | 1.0175 |
Largest Winning Trade | 187784 | 187784 | 64806 | 21225136 | 21225136 | 6031522 |
Largest Losing Trade | -27373 | -25034 | -27373 | -8904193 | -4915614 | -8904193 |
Avg Bars in Trades | 42 | 49 | 35 | 42 | 49 | 35 |
Avg Bars in Winners | 56 | 63 | 49 | 56 | 63 | 49 |
Avg Bars in Losers | 29 | 36 | 21 | 29 | 36 | 21 |
Bars Traded | 9676 | 5641 | 4035 | 9676 | 5641 | 4035 |
Profit Streak | 21.8874 | 0 | 73.6374 | 21.8874 | 0 | 73.6374 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -66065 | -134113 | -261241 | 429725 | 383790 | -578900 |
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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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