Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089035.2893 | 893455.1671 | 195580.1221 | 59263597.759 | 65269497.8235 | -6005900.0644 |
Total P&L (%) | 1089.0353 | 893.4552 | 195.5801 | 59263.5978 | 65269.4978 | -6005.9001 |
Avg Daily Profit (%) | 0.4356 | 0.3573 | 0.0782 | 0.2557 | 0.2596 | 0 |
Buy And Hold Return (%) | 749.0577 | 749.0577 | 749.0577 | 749.0577 | 749.0577 | 749.0577 |
Max Trade Drawdown | -95254 | -77838 | -88980 | -26815200 | -13097170 | -35675984 |
Profit Factor | 3.5661 | 4.8126 | 2.0291 | 1.6763 | 2.6448 | 0.8748 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 53.6082 | 52.0833 | 55.102 | 53.6082 | 52.0833 | 55.102 |
Ratio Avg Win / Avg Loss | 3.086 | 4.4276 | 1.6533 | 1.4506 | 2.4332 | 0.7128 |
Largest Winning Trade | 270297 | 270297 | 54525 | 44663513 | 44663513 | 11495434 |
Largest Losing Trade | -35404 | -22143 | -35404 | -21663240 | -10785727 | -21663240 |
Avg Bars in Trades | 71 | 88 | 55 | 71 | 88 | 55 |
Avg Bars in Winners | 90 | 112 | 70 | 90 | 112 | 70 |
Avg Bars in Losers | 49 | 63 | 36 | 49 | 63 | 36 |
Bars Traded | 6968 | 4263 | 2705 | 6968 | 4263 | 2705 |
Profit Streak | 96.6854 | 158.3521 | 96.6854 | 96.6854 | 158.3521 | 96.6854 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6093 | -87440 | -249114 | 441481 | 536954 | -579460 |
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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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