Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940460.4508 | 732835.555 | 207624.8958 | 57467625.3291 | 57567631.4952 | -100006.1661 |
Total P&L (%) | 940.4605 | 732.8356 | 207.6249 | 57467.6253 | 57567.6315 | -100.0062 |
Avg Daily Profit (%) | 0.3761 | 0.2931 | 0.083 | 0.2545 | 0.2545 | 0 |
Buy And Hold Return (%) | 734.1302 | 734.1302 | 734.1302 | 734.1302 | 734.1302 | 734.1302 |
Max Trade Drawdown | -94819 | -84928 | -40286 | -12015728 | -4209110 | -15651322 |
Profit Factor | 4.1801 | 6.491 | 2.2795 | 3.037 | 10.5045 | 0.9955 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 67.1233 | 69.4444 | 64.8649 | 67.1233 | 69.4444 | 64.8649 |
Ratio Avg Win / Avg Loss | 2.0474 | 2.856 | 1.2347 | 1.4875 | 4.622 | 0.5392 |
Largest Winning Trade | 166660 | 166660 | 61738 | 25688530 | 25688530 | 8012746 |
Largest Losing Trade | -45933 | -45933 | -25621 | -7985001 | -1856949 | -7985001 |
Avg Bars in Trades | 94 | 106 | 82 | 94 | 106 | 82 |
Avg Bars in Winners | 107 | 101 | 115 | 107 | 101 | 115 |
Avg Bars in Losers | 66 | 117 | 22 | 66 | 117 | 22 |
Bars Traded | 6878 | 3819 | 3060 | 6878 | 3819 | 3060 |
Profit Streak | 281.7262 | 453.7262 | 281.7262 | 281.7262 | 453.7262 | 281.7262 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133968 | -144506 | -241370 | -59172 | 753933 | -577496 |
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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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