Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1151953.2732 | 926853.0572 | 225100.216 | 120570847.3851 | 166797069.4024 | -46226222.0173 |
Total P&L (%) | 1151.9533 | 926.8531 | 225.1002 | 120570.8474 | 166797.0694 | -46226.222 |
Avg Daily Profit (%) | 0.4607 | 0.3706 | 0.09 | 0.2842 | 0.2972 | 0 |
Buy And Hold Return (%) | 863.4169 | 863.4169 | 863.4169 | 863.4169 | 863.4169 | 863.4169 |
Max Trade Drawdown | -69596 | -39659 | -74134 | -98399680 | -46220475 | -88064345 |
Profit Factor | 3.7097 | 5.6218 | 2.0023 | 1.4707 | 2.5326 | 0.6863 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 53.0612 | 55.102 | 51.0204 | 53.0612 | 55.102 | 51.0204 |
Ratio Avg Win / Avg Loss | 3.2817 | 4.5808 | 1.9222 | 1.301 | 2.0636 | 0.6588 |
Largest Winning Trade | 287356 | 287356 | 49244 | 125439325 | 125439325 | 22256317 |
Largest Losing Trade | -30929 | -27442 | -30929 | -52299255 | -26923254 | -52299255 |
Avg Bars in Trades | 73 | 77 | 70 | 73 | 77 | 70 |
Avg Bars in Winners | 95 | 94 | 97 | 95 | 94 | 97 |
Avg Bars in Losers | 49 | 57 | 41 | 49 | 57 | 41 |
Bars Traded | 7229 | 3794 | 3436 | 7229 | 3794 | 3436 |
Profit Streak | 80.374 | 84.374 | 80.374 | 80.374 | 84.374 | 80.374 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43075 | -123857 | -233971 | 414160 | 540428 | -579991 |
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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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