Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1193847.1369 | 963530.7668 | 230316.3701 | 93499188.047 | 94407555.719 | -908367.672 |
Total P&L (%) | 1193.8471 | 963.5308 | 230.3164 | 93499.188 | 94407.5557 | -908.3677 |
Avg Daily Profit (%) | 0.4775 | 0.3854 | 0.0921 | 0.274 | 0.2744 | 0 |
Buy And Hold Return (%) | 747.4387 | 747.4387 | 747.4387 | 747.4387 | 747.4387 | 747.4387 |
Max Trade Drawdown | -67842 | -52759 | -58692 | -67869422 | -41314912 | -29504265 |
Profit Factor | 3.1616 | 4.2632 | 1.8961 | 1.5712 | 2.0405 | 0.9876 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Profitability (%) | 56.051 | 52.5641 | 59.4937 | 56.051 | 52.5641 | 59.4937 |
Ratio Avg Win / Avg Loss | 2.479 | 3.8473 | 1.291 | 1.2319 | 1.8414 | 0.6724 |
Largest Winning Trade | 335580 | 335580 | 45457 | 75864307 | 75864307 | 11776036 |
Largest Losing Trade | -35246 | -30865 | -35246 | -38002671 | -38002671 | -22392998 |
Avg Bars in Trades | 46 | 55 | 37 | 46 | 55 | 37 |
Avg Bars in Winners | 58 | 75 | 43 | 58 | 75 | 43 |
Avg Bars in Losers | 30 | 33 | 27 | 30 | 33 | 27 |
Bars Traded | 7283 | 4347 | 2936 | 7283 | 4347 | 2936 |
Profit Streak | 70.7749 | 72.1083 | 70.7749 | 70.7749 | 72.1083 | 70.7749 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356868 | -92114 | -257758 | 484087 | -20606 | -605259 |
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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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