Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029201.6436 | 858821.07 | 170380.5737 | 24860970.5325 | 62530494.6613 | -37669524.1289 |
Total P&L (%) | 1029.2016 | 858.8211 | 170.3806 | 24860.9705 | 62530.4947 | -37669.5241 |
Avg Daily Profit (%) | 0.4117 | 0.3435 | 0.0682 | 0.221 | 0.2579 | 0 |
Buy And Hold Return (%) | 702.7581 | 702.7581 | 702.7581 | 702.7581 | 702.7581 | 702.7581 |
Max Trade Drawdown | -119512 | -49507 | -112450 | -53520551 | -15492900 | -58830404 |
Profit Factor | 3.0993 | 4.8679 | 1.6352 | 1.2275 | 2.784 | 0.4925 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 58.5859 | 51.0204 | 66 | 58.5859 | 51.0204 | 66 |
Ratio Avg Win / Avg Loss | 2.1909 | 4.6732 | 0.8424 | 0.8677 | 2.6726 | 0.2537 |
Largest Winning Trade | 331637 | 331637 | 44843 | 52334267 | 52334267 | 4428604 |
Largest Losing Trade | -55678 | -38685 | -55678 | -34903503 | -11898823 | -34903503 |
Avg Bars in Trades | 97 | 108 | 87 | 97 | 108 | 87 |
Avg Bars in Winners | 118 | 138 | 102 | 118 | 138 | 102 |
Avg Bars in Losers | 68 | 77 | 56 | 68 | 77 | 56 |
Bars Traded | 9678 | 5326 | 4352 | 9678 | 5326 | 4352 |
Profit Streak | 139.3767 | 154.6267 | 139.3767 | 139.3767 | 154.6267 | 139.3767 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -2732 | -78533 | -444416 | 322249 | 541388 | -757798 |
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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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