Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1016022.2958 | 876970.3779 | 139051.9179 | 17163183.1437 | 17565278.2219 | -402095.0782 |
Total P&L (%) | 1016.0223 | 876.9704 | 139.0519 | 17163.1831 | 17565.2782 | -402.0951 |
Avg Daily Profit (%) | 0.4064 | 0.3507 | 0.0556 | 0.2062 | 0.2072 | 0 |
Buy And Hold Return (%) | 723.0682 | 723.0682 | 723.0682 | 723.0682 | 723.0682 | 723.0682 |
Max Trade Drawdown | -113506 | -86824 | -50094 | -5108139 | -3337849 | -4910944 |
Profit Factor | 3.4346 | 4.5394 | 1.8201 | 2.0866 | 3.319 | 0.9511 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 55.5556 | 47.5 | 63.4146 | 55.5556 | 47.5 | 63.4146 |
Ratio Avg Win / Avg Loss | 2.7477 | 5.0172 | 1.0501 | 1.6693 | 3.6684 | 0.5487 |
Largest Winning Trade | 342003 | 342003 | 54703 | 12861844 | 12861844 | 1857869 |
Largest Losing Trade | -45980 | -45980 | -29993 | -3768954 | -3337849 | -3768954 |
Avg Bars in Trades | 89 | 113 | 66 | 89 | 113 | 66 |
Avg Bars in Winners | 86 | 105 | 72 | 86 | 105 | 72 |
Avg Bars in Losers | 93 | 120 | 55 | 93 | 120 | 55 |
Bars Traded | 7245 | 4521 | 2724 | 7245 | 4521 | 2724 |
Profit Streak | 103.8748 | 138.5414 | 103.8748 | 103.8748 | 138.5414 | 103.8748 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37958 | -83149 | -279755 | -2541 | 506548 | -578442 |
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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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