Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1094566.7366 | 879314.1986 | 215252.538 | -54847526.3189 | 202263901.3057 | -257111427.6246 |
Total P&L (%) | 1094.5667 | 879.3142 | 215.2525 | -54847.5263 | 202263.9013 | -257111.4276 |
Avg Daily Profit (%) | 0.4377 | 0.3516 | 0.0861 | 0 | 0.3048 | 0 |
Buy And Hold Return (%) | 817.669 | 817.669 | 817.669 | 817.669 | 817.669 | 817.669 |
Max Trade Drawdown | -123124 | -78175 | -115661 | -311089329 | -16557207 | -304413030 |
Profit Factor | 4.0139 | 6.4448 | 2.0673 | 0.8494 | 5.3962 | 0.1919 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 52 | 27 | 25 | 48 | 25 | 23 |
Losing Trades | 30 | 14 | 16 | 34 | 16 | 18 |
Profitability (%) | 63.4146 | 65.8537 | 60.9756 | 58.5366 | 60.9756 | 56.0976 |
Ratio Avg Win / Avg Loss | 2.3157 | 3.3418 | 1.3231 | 0.6017 | 3.4536 | 0.1502 |
Largest Winning Trade | 167157 | 167157 | 63590 | 160390223 | 160390223 | 13514810 |
Largest Losing Trade | -112820 | -47504 | -112820 | -289207284 | -15900073 | -289207284 |
Avg Bars in Trades | 58 | 64 | 53 | 58 | 64 | 53 |
Avg Bars in Winners | 67 | 63 | 71 | 69 | 70 | 68 |
Avg Bars in Losers | 44 | 65 | 26 | 43 | 54 | 34 |
Bars Traded | 4826 | 2628 | 2198 | 4826 | 2628 | 2198 |
Profit Streak | 125.0274 | 126.0274 | 125.0274 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -48656 | -121411 | -238591 | -588171 | 665205 | -579951 |
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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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