Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138428.4726 | 920087.6363 | 218340.8362 | 73569090.9395 | 90814922.3639 | -17245831.4244 |
Total P&L (%) | 1138.4285 | 920.0876 | 218.3408 | 73569.0909 | 90814.9224 | -17245.8314 |
Avg Daily Profit (%) | 0.4553 | 0.368 | 0.0873 | 0.2644 | 0.2728 | 0 |
Buy And Hold Return (%) | 733.5711 | 733.5711 | 733.5711 | 733.5711 | 733.5711 | 733.5711 |
Max Trade Drawdown | -69440 | -44889 | -75670 | -52618614 | -21754248 | -48161545 |
Profit Factor | 3.4974 | 4.9684 | 1.9747 | 1.5068 | 2.4852 | 0.7947 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 54.7826 | 54.386 | 55.1724 | 54.7826 | 54.386 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.8867 | 4.167 | 1.6045 | 1.2437 | 2.0844 | 0.6457 |
Largest Winning Trade | 340833 | 340833 | 42484 | 78610979 | 78610979 | 11680547 |
Largest Losing Trade | -30933 | -25149 | -30933 | -31451311 | -14760370 | -31451311 |
Avg Bars in Trades | 63 | 76 | 50 | 63 | 76 | 50 |
Avg Bars in Winners | 74 | 93 | 56 | 74 | 93 | 56 |
Avg Bars in Losers | 49 | 55 | 42 | 49 | 55 | 42 |
Bars Traded | 7270 | 4347 | 2923 | 7270 | 4347 | 2923 |
Profit Streak | 103.2078 | 138.5411 | 103.2078 | 103.2078 | 138.5411 | 103.2078 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321013 | -248346 | -417223 | 425502 | -165519 | -759602 |
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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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