Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1183831.7625 | 1028228.9376 | 155602.8248 | 19184274.8418 | 33720978.6524 | -14536703.8106 |
Total P&L (%) | 1183.8318 | 1028.2289 | 155.6028 | 19184.2748 | 33720.9787 | -14536.7038 |
Avg Daily Profit (%) | 0.4735 | 0.4113 | 0.0622 | 0.2107 | 0.2332 | 0 |
Buy And Hold Return (%) | 735.5637 | 735.5637 | 735.5637 | 735.5637 | 735.5637 | 735.5637 |
Max Trade Drawdown | -94445 | -52405 | -81200 | -27509845 | -10028150 | -23429222 |
Profit Factor | 3.8843 | 5.6125 | 1.8298 | 1.388 | 2.703 | 0.5096 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 49.5146 | 45.098 | 53.8462 | 49.5146 | 45.098 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.9605 | 6.8326 | 1.5684 | 1.4152 | 3.2906 | 0.4368 |
Largest Winning Trade | 534571 | 534571 | 56677 | 29676696 | 29676696 | 2058561 |
Largest Losing Trade | -45314 | -26250 | -45314 | -18078017 | -5054419 | -18078017 |
Avg Bars in Trades | 88 | 111 | 65 | 88 | 111 | 65 |
Avg Bars in Winners | 111 | 152 | 77 | 111 | 152 | 77 |
Avg Bars in Losers | 65 | 77 | 51 | 65 | 77 | 51 |
Bars Traded | 9093 | 5688 | 3405 | 9093 | 5688 | 3405 |
Profit Streak | 101.9825 | 101.9825 | 102.2325 | 101.9825 | 101.9825 | 102.2325 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334828 | -205306 | -450722 | 366905 | -167922 | -759376 |
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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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