Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104896.627 | 912107.8461 | 192788.781 | 54943605.8149 | 57603499.9244 | -2659894.1095 |
Total P&L (%) | 1104.8966 | 912.1078 | 192.7888 | 54943.6058 | 57603.4999 | -2659.8941 |
Avg Daily Profit (%) | 0.4419 | 0.3648 | 0.0771 | 0.2527 | 0.2546 | 0 |
Buy And Hold Return (%) | 701.0146 | 701.0146 | 701.0146 | 701.0146 | 701.0146 | 701.0146 |
Max Trade Drawdown | -53381 | -36825 | -58981 | -20951340 | -11473629 | -13967068 |
Profit Factor | 4.1225 | 6.824 | 1.9774 | 2.3006 | 4.338 | 0.8936 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 59.4595 | 56.7568 | 62.1622 | 59.4595 | 56.7568 | 62.1622 |
Ratio Avg Win / Avg Loss | 2.8108 | 5.1992 | 1.2037 | 1.5686 | 3.3051 | 0.5439 |
Largest Winning Trade | 383694 | 383694 | 47694 | 41854005 | 41854005 | 8380656 |
Largest Losing Trade | -46071 | -23183 | -46071 | -13427657 | -10856550 | -13427657 |
Avg Bars in Trades | 92 | 101 | 84 | 92 | 101 | 84 |
Avg Bars in Winners | 107 | 115 | 101 | 107 | 115 | 101 |
Avg Bars in Losers | 70 | 83 | 56 | 70 | 83 | 56 |
Bars Traded | 6878 | 3760 | 3119 | 6878 | 3760 | 3119 |
Profit Streak | 71.5 | 153.1667 | 0 | 71.5 | 153.1667 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59173 | -51886 | -251549 | -53846 | 649707 | -579195 |
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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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