Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 992516.0077 | 823248.3577 | 169267.65 | 31551950.4292 | 58497340.7631 | -26945390.3339 |
Total P&L (%) | 992.516 | 823.2484 | 169.2677 | 31551.9504 | 58497.3408 | -26945.3903 |
Avg Daily Profit (%) | 0.3969 | 0.3292 | 0.0677 | 0.2305 | 0.2552 | 0 |
Buy And Hold Return (%) | 770.4937 | 770.4937 | 770.4937 | 770.4937 | 770.4937 | 770.4937 |
Max Trade Drawdown | -111869 | -96825 | -93121 | -48639334 | -7719071 | -44617199 |
Profit Factor | 2.9354 | 4.13 | 1.6776 | 1.3937 | 3.6013 | 0.5327 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 58.2609 | 57.8947 | 58.6207 | 58.2609 | 57.8947 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.103 | 3.0036 | 1.1842 | 0.9984 | 2.6191 | 0.376 |
Largest Winning Trade | 185593 | 185593 | 62700 | 39962348 | 39962348 | 5611161 |
Largest Losing Trade | -53626 | -48425 | -53626 | -32977566 | -7656541 | -32977566 |
Avg Bars in Trades | 62 | 74 | 51 | 62 | 74 | 51 |
Avg Bars in Winners | 76 | 82 | 69 | 76 | 82 | 69 |
Avg Bars in Losers | 44 | 63 | 25 | 44 | 63 | 25 |
Bars Traded | 7229 | 4250 | 2979 | 7229 | 4250 | 2979 |
Profit Streak | 124.7554 | 124.7554 | 134.7554 | 124.7554 | 124.7554 | 134.7554 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58007 | -306250 | -443851 | 363022 | -162794 | -758364 |
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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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