Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248479.8089 | 995016.1937 | 253463.6152 | 196338348.1196 | 241905954.7349 | -45567606.6153 |
Total P&L (%) | 1248.4798 | 995.0162 | 253.4636 | 196338.3481 | 241905.9547 | -45567.6066 |
Avg Daily Profit (%) | 0.4993 | 0.398 | 0.1014 | 0.3037 | 0.3121 | 0 |
Buy And Hold Return (%) | 693.2516 | 693.2516 | 693.2516 | 693.2516 | 693.2516 | 693.2516 |
Max Trade Drawdown | -75531 | -39535 | -74599 | -106802283 | -48701032 | -113556090 |
Profit Factor | 3.7556 | 5.3992 | 2.1172 | 1.6759 | 3.2056 | 0.748 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 55.0847 | 55.9322 | 54.2373 | 55.0847 | 55.9322 | 54.2373 |
Ratio Avg Win / Avg Loss | 3.0623 | 4.2539 | 1.7864 | 1.3665 | 2.5256 | 0.6311 |
Largest Winning Trade | 340890 | 340890 | 51398 | 163456590 | 163456590 | 27259143 |
Largest Losing Trade | -49176 | -19233 | -49176 | -66421241 | -29301962 | -66421241 |
Avg Bars in Trades | 58 | 62 | 54 | 58 | 62 | 54 |
Avg Bars in Winners | 65 | 66 | 65 | 65 | 66 | 65 |
Avg Bars in Losers | 49 | 56 | 41 | 49 | 56 | 41 |
Bars Traded | 6887 | 3665 | 3222 | 6887 | 3665 | 3222 |
Profit Streak | 71.5414 | 82.2081 | 0 | 71.5414 | 82.2081 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388539 | -187486 | -395526 | 450662 | -159826 | -756909 |
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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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