Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029733.2137 | 847955.6667 | 181777.547 | 44065909.1449 | 53630659.6228 | -9564750.4779 |
Total P&L (%) | 1029.7332 | 847.9557 | 181.7775 | 44065.9091 | 53630.6596 | -9564.7505 |
Avg Daily Profit (%) | 0.4118 | 0.3391 | 0.0727 | 0.2439 | 0.2517 | 0 |
Buy And Hold Return (%) | 828.2778 | 828.2778 | 828.2778 | 828.2778 | 828.2778 | 828.2778 |
Max Trade Drawdown | -46583 | -31444 | -73352 | -21690472 | -5116917 | -26020237 |
Profit Factor | 4.088 | 7.1563 | 1.9288 | 1.9208 | 5.1163 | 0.7254 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 58 | 27 | 31 | 58 | 27 | 31 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 59.7938 | 56.25 | 63.2653 | 59.7938 | 56.25 | 63.2653 |
Ratio Avg Win / Avg Loss | 2.7489 | 5.566 | 1.1199 | 1.2916 | 3.9793 | 0.4212 |
Largest Winning Trade | 322603 | 322603 | 48981 | 35611174 | 35611174 | 3918516 |
Largest Losing Trade | -44268 | -18569 | -44268 | -20651098 | -2718848 | -20651098 |
Avg Bars in Trades | 73 | 87 | 59 | 73 | 87 | 59 |
Avg Bars in Winners | 86 | 106 | 68 | 86 | 106 | 68 |
Avg Bars in Losers | 54 | 62 | 43 | 54 | 62 | 43 |
Bars Traded | 7115 | 4205 | 2911 | 7115 | 4205 | 2911 |
Profit Streak | 150.1486 | 162.8153 | 150.1486 | 150.1486 | 162.8153 | 150.1486 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70223 | -138766 | -256318 | 498937 | 656104 | -577999 |
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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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