Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959099.5398 | 774327.9291 | 184771.6107 | 29374625.3414 | 50927268.0956 | -21552642.7542 |
Total P&L (%) | 959.0995 | 774.3279 | 184.7716 | 29374.6253 | 50927.2681 | -21552.6428 |
Avg Daily Profit (%) | 0.3836 | 0.3097 | 0.0739 | 0.2277 | 0.2497 | 0 |
Buy And Hold Return (%) | 721.4138 | 721.4138 | 721.4138 | 721.4138 | 721.4138 | 721.4138 |
Max Trade Drawdown | -101625 | -89862 | -88892 | -33213345 | -9824205 | -36879788 |
Profit Factor | 2.6889 | 3.7234 | 1.6516 | 1.403 | 3.3472 | 0.579 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 53.9007 | 47.1429 | 60.5634 | 53.9007 | 47.1429 | 60.5634 |
Ratio Avg Win / Avg Loss | 2.2997 | 4.1747 | 1.0755 | 1.2 | 3.753 | 0.377 |
Largest Winning Trade | 180006 | 180006 | 60505 | 32954984 | 32954984 | 5705883 |
Largest Losing Trade | -47016 | -47016 | -42247 | -15382479 | -3830383 | -15382479 |
Avg Bars in Trades | 48 | 59 | 38 | 48 | 59 | 38 |
Avg Bars in Winners | 59 | 73 | 48 | 59 | 73 | 48 |
Avg Bars in Losers | 36 | 46 | 21 | 36 | 46 | 21 |
Bars Traded | 6869 | 4165 | 2704 | 6869 | 4165 | 2704 |
Profit Streak | 12.4022 | 0 | 61.7355 | 12.4022 | 0 | 61.7355 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47042 | -222693 | -341955 | 377415 | -80706 | -664698 |
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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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