Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130682.4757 | 900105.8791 | 230576.5966 | 112747469.6482 | 162069222.3001 | -49321752.6519 |
Total P&L (%) | 1130.6825 | 900.1059 | 230.5766 | 112747.4696 | 162069.2223 | -49321.7527 |
Avg Daily Profit (%) | 0.4522 | 0.36 | 0.0922 | 0.2815 | 0.296 | 0 |
Buy And Hold Return (%) | 885.6451 | 885.6451 | 885.6451 | 885.6451 | 885.6451 | 885.6451 |
Max Trade Drawdown | -77881 | -34641 | -57298 | -106623526 | -32260029 | -81053880 |
Profit Factor | 4.2284 | 6.67 | 2.2041 | 1.7132 | 4.399 | 0.5532 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 56.8182 | 54.5455 | 59.0909 | 56.8182 | 54.5455 | 59.0909 |
Ratio Avg Win / Avg Loss | 3.2136 | 5.5583 | 1.5259 | 1.3021 | 3.6658 | 0.383 |
Largest Winning Trade | 343509 | 343509 | 47961 | 130013065 | 130013065 | 23912288 |
Largest Losing Trade | -44576 | -22037 | -44576 | -74826179 | -19707477 | -74826179 |
Avg Bars in Trades | 81 | 92 | 70 | 81 | 92 | 70 |
Avg Bars in Winners | 97 | 104 | 90 | 97 | 104 | 90 |
Avg Bars in Losers | 60 | 76 | 42 | 60 | 76 | 42 |
Bars Traded | 7162 | 4048 | 3113 | 7162 | 4048 | 3113 |
Profit Streak | 145.0109 | 154.0109 | 145.0109 | 145.0109 | 154.0109 | 145.0109 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59807 | -141152 | -229623 | 480252 | 641680 | -578968 |
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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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