Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958738.0018 | 798270.167 | 160467.8348 | 27003106.1073 | 34394782.375 | -7391676.2677 |
Total P&L (%) | 958.738 | 798.2702 | 160.4678 | 27003.1061 | 34394.7824 | -7391.6763 |
Avg Daily Profit (%) | 0.3835 | 0.3193 | 0.0642 | 0.2243 | 0.234 | 0 |
Buy And Hold Return (%) | 683.0902 | 683.0902 | 683.0902 | 683.0902 | 683.0902 | 683.0902 |
Max Trade Drawdown | -115705 | -94884 | -69818 | -20586100 | -5054159 | -18385237 |
Profit Factor | 2.7007 | 3.6962 | 1.5995 | 1.6555 | 3.1935 | 0.7103 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 53.9823 | 55.3571 | 52.6316 | 53.9823 | 55.3571 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.3022 | 2.9808 | 1.4396 | 1.4112 | 2.5754 | 0.6393 |
Largest Winning Trade | 177724 | 177724 | 62599 | 21582882 | 21582882 | 4610418 |
Largest Losing Trade | -42123 | -42123 | -39199 | -9506917 | -5054159 | -9506917 |
Avg Bars in Trades | 83 | 96 | 69 | 83 | 96 | 69 |
Avg Bars in Winners | 110 | 107 | 113 | 110 | 107 | 113 |
Avg Bars in Losers | 50 | 83 | 21 | 50 | 83 | 21 |
Bars Traded | 9397 | 5418 | 3978 | 9397 | 5418 | 3978 |
Profit Streak | 64.8074 | 77.5574 | 64.8074 | 64.8074 | 77.5574 | 64.8074 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23687 | -275820 | -450242 | 434112 | -163965 | -759933 |
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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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