Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904714.6316 | 742749.3187 | 161965.3129 | 30315403.7809 | 51067301.2424 | -20751897.4615 |
Total P&L (%) | 904.7146 | 742.7493 | 161.9653 | 30315.4038 | 51067.3012 | -20751.8975 |
Avg Daily Profit (%) | 0.3618 | 0.2971 | 0.0648 | 0.2289 | 0.2498 | 0 |
Buy And Hold Return (%) | 884.2923 | 884.2923 | 884.2923 | 884.2923 | 884.2923 | 884.2923 |
Max Trade Drawdown | -112819 | -97052 | -99208 | -34928064 | -6521914 | -37824077 |
Profit Factor | 3.1579 | 4.5176 | 1.7783 | 1.481 | 3.8982 | 0.543 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 55.6701 | 58.3333 | 53.0612 | 55.6701 | 58.3333 | 53.0612 |
Ratio Avg Win / Avg Loss | 2.5146 | 3.2268 | 1.5731 | 1.1793 | 2.7844 | 0.4804 |
Largest Winning Trade | 139837 | 139837 | 63383 | 29288541 | 29288541 | 5283836 |
Largest Losing Trade | -46104 | -46104 | -35865 | -18973150 | -4876481 | -18973150 |
Avg Bars in Trades | 72 | 86 | 58 | 72 | 86 | 58 |
Avg Bars in Winners | 91 | 97 | 85 | 91 | 97 | 85 |
Avg Bars in Losers | 48 | 72 | 28 | 48 | 72 | 28 |
Bars Traded | 7056 | 4171 | 2885 | 7056 | 4171 | 2885 |
Profit Streak | 69.9045 | 136.9045 | 69.9045 | 69.9045 | 136.9045 | 69.9045 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141175 | -147339 | -267789 | 411714 | 632867 | -579726 |
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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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