Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032063.3458 | 872257.4286 | 159805.9172 | 25297089.2058 | 39178811.7671 | -13881722.5613 |
Total P&L (%) | 1032.0633 | 872.2574 | 159.8059 | 25297.0892 | 39178.8118 | -13881.7226 |
Avg Daily Profit (%) | 0.4128 | 0.3489 | 0.0639 | 0.2217 | 0.2392 | 0 |
Buy And Hold Return (%) | 897.3102 | 897.3102 | 897.3102 | 897.3102 | 897.3102 | 897.3102 |
Max Trade Drawdown | -91596 | -57579 | -48337 | -31930692 | -13904069 | -19968531 |
Profit Factor | 3.2774 | 4.986 | 1.6819 | 1.4557 | 2.7333 | 0.5782 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 55.4217 | 51.2195 | 59.5238 | 55.4217 | 51.2195 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.6362 | 4.7485 | 1.1437 | 1.1709 | 2.6031 | 0.3932 |
Largest Winning Trade | 368118 | 368118 | 44078 | 38032101 | 38032101 | 5197518 |
Largest Losing Trade | -42138 | -36809 | -42138 | -15074111 | -6516245 | -15074111 |
Avg Bars in Trades | 117 | 129 | 105 | 117 | 129 | 105 |
Avg Bars in Winners | 145 | 151 | 140 | 145 | 151 | 140 |
Avg Bars in Losers | 81 | 105 | 54 | 81 | 105 | 54 |
Bars Traded | 9712 | 5292 | 4420 | 9712 | 5292 | 4420 |
Profit Streak | 79.1112 | 81.1112 | 79.1112 | 79.1112 | 81.1112 | 79.1112 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102546 | -147930 | -269443 | 347299 | 516239 | -578942 |
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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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