Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1064762.6263 | 878432.732 | 186329.8943 | 39127099.8189 | 55060870.0452 | -15933770.2263 |
Total P&L (%) | 1064.7626 | 878.4327 | 186.3299 | 39127.0998 | 55060.87 | -15933.7702 |
Avg Daily Profit (%) | 0.4259 | 0.3514 | 0.0745 | 0.2392 | 0.2528 | 0 |
Buy And Hold Return (%) | 703.4541 | 703.4541 | 703.4541 | 703.4541 | 703.4541 | 703.4541 |
Max Trade Drawdown | -79859 | -44352 | -54138 | -38206637 | -17835704 | -23331981 |
Profit Factor | 3.8335 | 6.1322 | 1.9106 | 1.7406 | 3.3602 | 0.46 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 61.3333 | 60.5263 | 62.1622 | 61.3333 | 60.5263 | 62.1622 |
Ratio Avg Win / Avg Loss | 2.4168 | 3.9993 | 1.163 | 1.0973 | 2.1914 | 0.28 |
Largest Winning Trade | 377268 | 377268 | 47203 | 50438763 | 50438763 | 1951271 |
Largest Losing Trade | -54138 | -27670 | -54138 | -18424309 | -12171490 | -18424309 |
Avg Bars in Trades | 129 | 140 | 119 | 129 | 140 | 119 |
Avg Bars in Winners | 147 | 156 | 139 | 147 | 156 | 139 |
Avg Bars in Losers | 101 | 115 | 85 | 101 | 115 | 85 |
Bars Traded | 9736 | 5332 | 4404 | 9736 | 5332 | 4404 |
Profit Streak | 149.442 | 157.192 | 149.442 | 149.442 | 157.192 | 149.442 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51402 | -68189 | -254535 | -47617 | 621237 | -578622 |
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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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