Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045907.758 | 848935.9035 | 196971.8545 | 55361705.0158 | 103090392.656 | -47728687.6402 |
Total P&L (%) | 1045.9078 | 848.9359 | 196.9719 | 55361.705 | 103090.3927 | -47728.6876 |
Avg Daily Profit (%) | 0.4184 | 0.3396 | 0.0788 | 0.2531 | 0.278 | 0 |
Buy And Hold Return (%) | 800.1228 | 800.1228 | 800.1228 | 800.1228 | 800.1228 | 800.1228 |
Max Trade Drawdown | -99988 | -70512 | -114573 | -77690648 | -15578320 | -88272762 |
Profit Factor | 3.2604 | 4.8327 | 1.8166 | 1.3695 | 3.7933 | 0.5774 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 58.5586 | 60 | 57.1429 | 58.5586 | 60 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.3074 | 3.2218 | 1.3625 | 0.9692 | 2.5288 | 0.433 |
Largest Winning Trade | 175020 | 175020 | 63374 | 55847353 | 55847353 | 11256177 |
Largest Losing Trade | -58433 | -48768 | -58433 | -59487591 | -8357845 | -59487591 |
Avg Bars in Trades | 86 | 105 | 68 | 86 | 105 | 68 |
Avg Bars in Winners | 104 | 109 | 99 | 104 | 109 | 99 |
Avg Bars in Losers | 61 | 99 | 27 | 61 | 99 | 27 |
Bars Traded | 9630 | 5783 | 3847 | 9630 | 5783 | 3847 |
Profit Streak | 126.5734 | 126.5734 | 132.5734 | 126.5734 | 126.5734 | 132.5734 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51316 | -308087 | -428975 | 363187 | -162578 | -758556 |
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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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