Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1087409.6466 | 900496.1918 | 186913.4548 | 40795969.5925 | 54969569.4756 | -14173599.8831 |
Total P&L (%) | 1087.4096 | 900.4962 | 186.9135 | 40795.9696 | 54969.5695 | -14173.5999 |
Avg Daily Profit (%) | 0.435 | 0.3602 | 0.0748 | 0.2408 | 0.2528 | 0 |
Buy And Hold Return (%) | 726.7406 | 726.7406 | 726.7406 | 726.7406 | 726.7406 | 726.7406 |
Max Trade Drawdown | -84981 | -47655 | -81741 | -18437082 | -7222781 | -31443392 |
Profit Factor | 3.3346 | 5.0718 | 1.7641 | 1.5042 | 2.7689 | 0.7156 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 48.2456 | 45.614 | 50.8772 | 48.2456 | 45.614 | 50.8772 |
Ratio Avg Win / Avg Loss | 3.5771 | 6.0471 | 1.7032 | 1.6136 | 3.3014 | 0.6909 |
Largest Winning Trade | 348978 | 348978 | 46686 | 37370173 | 37370173 | 4867754 |
Largest Losing Trade | -55419 | -26764 | -55419 | -16434147 | -4842153 | -16434147 |
Avg Bars in Trades | 80 | 92 | 68 | 80 | 92 | 68 |
Avg Bars in Winners | 116 | 138 | 96 | 116 | 138 | 96 |
Avg Bars in Losers | 46 | 54 | 38 | 46 | 54 | 38 |
Bars Traded | 9172 | 5296 | 3876 | 9172 | 5296 | 3876 |
Profit Streak | 67.067 | 72.317 | 0 | 67.067 | 72.317 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 187999 | -255343 | -435494 | 396309 | -167430 | -760719 |
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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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