Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964588.0529 | 800854.5657 | 163733.4872 | 23550271.2279 | 73550543.1998 | -50000271.9718 |
Total P&L (%) | 964.5881 | 800.8546 | 163.7335 | 23550.2712 | 73550.5432 | -50000.272 |
Avg Daily Profit (%) | 0.3857 | 0.3203 | 0.0655 | 0.2188 | 0.2644 | 0 |
Buy And Hold Return (%) | 844.9012 | 844.9012 | 844.9012 | 844.9012 | 844.9012 | 844.9012 |
Max Trade Drawdown | -155116 | -74050 | -99950 | -84882133 | -19969267 | -66578423 |
Profit Factor | 3.119 | 4.3152 | 1.7664 | 1.2005 | 2.8018 | 0.3477 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 56.383 | 55.3191 | 57.4468 | 56.383 | 55.3191 | 57.4468 |
Ratio Avg Win / Avg Loss | 2.4128 | 3.4853 | 1.3085 | 0.9287 | 2.263 | 0.2576 |
Largest Winning Trade | 247336 | 247336 | 43001 | 70699602 | 70699602 | 4909066 |
Largest Losing Trade | -47389 | -41649 | -47389 | -36364036 | -9008966 | -36364036 |
Avg Bars in Trades | 78 | 87 | 69 | 78 | 87 | 69 |
Avg Bars in Winners | 98 | 102 | 94 | 98 | 102 | 94 |
Avg Bars in Losers | 52 | 69 | 35 | 52 | 69 | 35 |
Bars Traded | 7367 | 4115 | 3253 | 7367 | 4115 | 3253 |
Profit Streak | 163.3603 | 172.027 | 163.3603 | 163.3603 | 172.027 | 163.3603 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103661 | -147680 | -267031 | 304848 | 564281 | -578765 |
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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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