Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013395.1906 | 797122.8178 | 216272.3728 | 87898150.6299 | 93475226.7445 | -5577076.1146 |
Total P&L (%) | 1013.3952 | 797.1228 | 216.2724 | 87898.1506 | 93475.2267 | -5577.0761 |
Avg Daily Profit (%) | 0.4053 | 0.3188 | 0.0865 | 0.2715 | 0.274 | 0 |
Buy And Hold Return (%) | 905.29 | 905.29 | 905.29 | 905.29 | 905.29 | 905.29 |
Max Trade Drawdown | -91481 | -83603 | -52824 | -35223802 | -5228586 | -35112824 |
Profit Factor | 4.5828 | 6.42 | 2.5928 | 2.6249 | 10.3405 | 0.8735 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 67.1233 | 69.4444 | 64.8649 | 67.1233 | 69.4444 | 64.8649 |
Ratio Avg Win / Avg Loss | 2.2446 | 2.8248 | 1.4045 | 1.2857 | 4.5498 | 0.4731 |
Largest Winning Trade | 169261 | 169261 | 64543 | 47648365 | 47648365 | 14922854 |
Largest Losing Trade | -49070 | -49070 | -32653 | -24750954 | -3151709 | -24750954 |
Avg Bars in Trades | 64 | 73 | 56 | 64 | 73 | 56 |
Avg Bars in Winners | 76 | 74 | 79 | 76 | 74 | 79 |
Avg Bars in Losers | 40 | 71 | 13 | 40 | 71 | 13 |
Bars Traded | 4729 | 2638 | 2091 | 4729 | 2638 | 2091 |
Profit Streak | 282.4742 | 282.4742 | 286.9742 | 282.4742 | 282.4742 | 286.9742 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -183732 | -144709 | -236147 | -59843 | 744678 | -577497 |
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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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