Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203577.5788 | 951788.1887 | 251789.39 | 165127053.2764 | 298347134.1314 | -133220080.855 |
Total P&L (%) | 1203.5776 | 951.7882 | 251.7894 | 165127.0533 | 298347.1341 | -133220.0809 |
Avg Daily Profit (%) | 0.4814 | 0.3807 | 0.1007 | 0.2968 | 0.3205 | 0 |
Buy And Hold Return (%) | 697.8941 | 697.8941 | 697.8941 | 697.8941 | 697.8941 | 697.8941 |
Max Trade Drawdown | -111251 | -47478 | -72295 | -276062726 | -86994957 | -198313958 |
Profit Factor | 3.9263 | 5.7248 | 2.1999 | 1.453 | 3.6002 | 0.4667 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 56.701 | 54.1667 | 59.1837 | 56.701 | 54.1667 | 59.1837 |
Ratio Avg Win / Avg Loss | 2.9983 | 4.8441 | 1.5171 | 1.1096 | 3.0463 | 0.3218 |
Largest Winning Trade | 322660 | 322660 | 52071 | 278247340 | 278247340 | 43941495 |
Largest Losing Trade | -46919 | -28977 | -46919 | -171015128 | -47734109 | -171015128 |
Avg Bars in Trades | 75 | 84 | 65 | 75 | 84 | 65 |
Avg Bars in Winners | 95 | 101 | 90 | 95 | 101 | 90 |
Avg Bars in Losers | 48 | 64 | 30 | 48 | 64 | 30 |
Bars Traded | 7297 | 4064 | 3233 | 7297 | 4064 | 3233 |
Profit Streak | 159.2322 | 167.8988 | 159.2322 | 159.2322 | 167.8988 | 159.2322 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404443 | -33090 | -217876 | 446156 | 627565 | -578526 |
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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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