Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130505.2738 | 912434.6525 | 218070.6213 | 81235197.7348 | 102837979.7637 | -21602782.0289 |
Total P&L (%) | 1130.5053 | 912.4347 | 218.0706 | 81235.1977 | 102837.9798 | -21602.782 |
Avg Daily Profit (%) | 0.4521 | 0.3649 | 0.0872 | 0.2684 | 0.2778 | 0 |
Buy And Hold Return (%) | 670.703 | 670.703 | 670.703 | 670.703 | 670.703 | 670.703 |
Max Trade Drawdown | -70304 | -43382 | -64954 | -35916427 | -16417798 | -48554091 |
Profit Factor | 3.7528 | 5.2798 | 2.1042 | 1.7214 | 3.2697 | 0.679 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 56.8627 | 54.902 | 58.8235 | 56.8627 | 54.902 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.8469 | 4.337 | 1.473 | 1.3059 | 2.6858 | 0.4753 |
Largest Winning Trade | 330922 | 330922 | 50536 | 66643889 | 66643889 | 9957975 |
Largest Losing Trade | -60601 | -20172 | -60601 | -26154745 | -9447002 | -26154745 |
Avg Bars in Trades | 68 | 76 | 60 | 68 | 76 | 60 |
Avg Bars in Winners | 82 | 90 | 76 | 82 | 90 | 76 |
Avg Bars in Losers | 49 | 60 | 38 | 49 | 60 | 38 |
Bars Traded | 6999 | 3916 | 3083 | 6999 | 3916 | 3083 |
Profit Streak | 67.934 | 74.2673 | 0 | 67.934 | 74.2673 | 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 | 353069 | -215063 | -418316 | 449754 | -163908 | -759689 |
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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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