Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1172545.5447 | 942911.2154 | 229634.3292 | 97199215.0313 | 121421837.2842 | -24222622.253 |
Total P&L (%) | 1172.5455 | 942.9112 | 229.6343 | 97199.215 | 121421.8373 | -24222.6223 |
Avg Daily Profit (%) | 0.469 | 0.3771 | 0.0918 | 0.2756 | 0.2845 | 0 |
Buy And Hold Return (%) | 909.3273 | 909.3273 | 909.3273 | 909.3273 | 909.3273 | 909.3273 |
Max Trade Drawdown | -89851 | -27764 | -65925 | -52211379 | -21010614 | -49203476 |
Profit Factor | 5.2046 | 9.4157 | 2.3765 | 2.033 | 4.8839 | 0.6145 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 70.5882 | 67.6471 | 73.5294 | 70.5882 | 67.6471 | 73.5294 |
Ratio Avg Win / Avg Loss | 2.1686 | 4.5031 | 0.8555 | 0.8471 | 2.3358 | 0.2212 |
Largest Winning Trade | 337872 | 337872 | 51381 | 82466343 | 82466343 | 6376018 |
Largest Losing Trade | -65298 | -27764 | -65298 | -31200764 | -21010614 | -31200764 |
Avg Bars in Trades | 102 | 121 | 84 | 102 | 121 | 84 |
Avg Bars in Winners | 101 | 120 | 85 | 101 | 120 | 85 |
Avg Bars in Losers | 104 | 122 | 82 | 104 | 122 | 82 |
Bars Traded | 6992 | 4118 | 2874 | 6992 | 4118 | 2874 |
Profit Streak | 151.8623 | 151.8623 | 194.8623 | 151.8623 | 151.8623 | 194.8623 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166889 | -132974 | -230371 | -99679 | 709319 | -576769 |
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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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