Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955224.1446 | 789035.8719 | 166188.2727 | 24654692.5857 | 51604015.5903 | -26949323.0046 |
Total P&L (%) | 955.2241 | 789.0359 | 166.1883 | 24654.6926 | 51604.0156 | -26949.323 |
Avg Daily Profit (%) | 0.382 | 0.3156 | 0.0665 | 0.2207 | 0.2502 | 0 |
Buy And Hold Return (%) | 939.1146 | 939.1146 | 939.1146 | 939.1146 | 939.1146 | 939.1146 |
Max Trade Drawdown | -99726 | -89493 | -80215 | -40827055 | -5134015 | -41193058 |
Profit Factor | 3.2767 | 4.6574 | 1.8154 | 1.3858 | 4.7699 | 0.4634 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 60.9195 | 62.7907 | 59.0909 | 60.9195 | 62.7907 | 59.0909 |
Ratio Avg Win / Avg Loss | 2.1021 | 2.7599 | 1.2568 | 0.889 | 2.8266 | 0.3208 |
Largest Winning Trade | 152095 | 152095 | 61755 | 29984141 | 29984141 | 5136586 |
Largest Losing Trade | -70742 | -50493 | -70742 | -38365583 | -4572011 | -38365583 |
Avg Bars in Trades | 81 | 93 | 69 | 81 | 93 | 69 |
Avg Bars in Winners | 97 | 101 | 93 | 97 | 101 | 93 |
Avg Bars in Losers | 56 | 81 | 35 | 56 | 81 | 35 |
Bars Traded | 7109 | 4034 | 3075 | 7109 | 4034 | 3075 |
Profit Streak | 104.4934 | 136.8267 | 104.4934 | 104.4934 | 136.8267 | 104.4934 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141699 | -146929 | -265830 | 361425 | 661381 | -578980 |
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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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