Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1068750.3396 | 882056.5975 | 186693.7422 | 34816188.1203 | 49348955.8646 | -14532767.7443 |
Total P&L (%) | 1068.7503 | 882.0566 | 186.6937 | 34816.1881 | 49348.9559 | -14532.7677 |
Avg Daily Profit (%) | 0.4273 | 0.3527 | 0.0746 | 0.2344 | 0.2484 | 0 |
Buy And Hold Return (%) | 833.836 | 833.836 | 833.836 | 833.836 | 833.836 | 833.836 |
Max Trade Drawdown | -101265 | -46367 | -74467 | -26523375 | -13521853 | -23128662 |
Profit Factor | 3.3836 | 5.156 | 1.7906 | 1.5343 | 2.7727 | 0.6106 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 51.6854 | 50 | 53.3333 | 51.6854 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.163 | 5.156 | 1.5668 | 1.4342 | 2.7727 | 0.5343 |
Largest Winning Trade | 191326 | 191326 | 62326 | 26613044 | 26613044 | 3793491 |
Largest Losing Trade | -74467 | -46367 | -74467 | -13521853 | -13521853 | -8307527 |
Avg Bars in Trades | 79 | 80 | 79 | 79 | 80 | 79 |
Avg Bars in Winners | 98 | 85 | 110 | 98 | 85 | 110 |
Avg Bars in Losers | 59 | 74 | 43 | 59 | 74 | 43 |
Bars Traded | 7105 | 3539 | 3566 | 7105 | 3539 | 3566 |
Profit Streak | 135.6509 | 135.6509 | 135.9843 | 135.6509 | 135.6509 | 135.9843 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59871 | -129906 | -254198 | 419565 | 517330 | -579319 |
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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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