Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1115848.5666 | 908034.0887 | 207814.4779 | 60964179.6508 | 69618692.0695 | -8654512.4187 |
Total P&L (%) | 1115.8486 | 908.0341 | 207.8145 | 60964.1797 | 69618.6921 | -8654.5124 |
Avg Daily Profit (%) | 0.4463 | 0.3631 | 0.0831 | 0.2569 | 0.2622 | 0 |
Buy And Hold Return (%) | 844.9373 | 844.9373 | 844.9373 | 844.9373 | 844.9373 | 844.9373 |
Max Trade Drawdown | -76239 | -80262 | -47515 | -56204143 | -25193653 | -32880752 |
Profit Factor | 3.6564 | 4.7732 | 2.1584 | 1.7951 | 2.8897 | 0.7828 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 55.5556 | 51.0204 | 60 | 55.5556 | 51.0204 | 60 |
Ratio Avg Win / Avg Loss | 2.9251 | 4.5823 | 1.4389 | 1.4361 | 2.7741 | 0.5218 |
Largest Winning Trade | 386525 | 386525 | 44688 | 69026096 | 69026096 | 13293321 |
Largest Losing Trade | -47515 | -32220 | -47515 | -20564394 | -9484498 | -20564394 |
Avg Bars in Trades | 47 | 55 | 38 | 47 | 55 | 38 |
Avg Bars in Winners | 60 | 68 | 54 | 60 | 68 | 54 |
Avg Bars in Losers | 30 | 42 | 16 | 30 | 42 | 16 |
Bars Traded | 4670 | 2722 | 1948 | 4670 | 2722 | 1948 |
Profit Streak | 73.4319 | 78.9319 | 73.4319 | 73.4319 | 78.9319 | 73.4319 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47124 | -124697 | -422978 | 459623 | 535420 | -758979 |
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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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