Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069087.9654 | 843128.333 | 225959.6324 | 70751371.4636 | 68168006.6771 | 2583364.7865 |
Total P&L (%) | 1069.088 | 843.1283 | 225.9596 | 70751.3715 | 68168.0067 | 2583.3648 |
Avg Daily Profit (%) | 0.4276 | 0.3372 | 0.0904 | 0.2628 | 0.2613 | 0.1317 |
Buy And Hold Return (%) | 832.1998 | 832.1998 | 832.1998 | 832.1998 | 832.1998 | 832.1998 |
Max Trade Drawdown | -86693 | -86364 | -65166 | -18663004 | -6782819 | -14366104 |
Profit Factor | 3.8575 | 5.7869 | 2.1412 | 2.8624 | 6.3807 | 1.102 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 59.633 | 57.4074 | 61.8182 | 59.633 | 57.4074 | 61.8182 |
Ratio Avg Win / Avg Loss | 2.6112 | 4.2935 | 1.3225 | 1.9376 | 4.734 | 0.6807 |
Largest Winning Trade | 284446 | 284446 | 60757 | 43696517 | 43696517 | 9694857 |
Largest Losing Trade | -65166 | -42427 | -65166 | -12578152 | -4678001 | -12578152 |
Avg Bars in Trades | 63 | 73 | 52 | 63 | 73 | 52 |
Avg Bars in Winners | 83 | 88 | 78 | 83 | 88 | 78 |
Avg Bars in Losers | 33 | 53 | 11 | 33 | 53 | 11 |
Bars Traded | 6888 | 3984 | 2903 | 6888 | 3984 | 2903 |
Profit Streak | 66.7597 | 101.7597 | 66.7597 | 66.7597 | 101.7597 | 66.7597 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57769 | -322246 | -413091 | 595743 | -161046 | -307795 |
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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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