Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012968.8557 | 827097.4979 | 185871.3578 | 43209388.8592 | 92380925.6704 | -49171536.8113 |
Total P&L (%) | 1012.9689 | 827.0975 | 185.8714 | 43209.3889 | 92380.9257 | -49171.5368 |
Avg Daily Profit (%) | 0.4051 | 0.3308 | 0.0743 | 0.2431 | 0.2735 | 0 |
Buy And Hold Return (%) | 914.5993 | 914.5993 | 914.5993 | 914.5993 | 914.5993 | 914.5993 |
Max Trade Drawdown | -76054 | -66771 | -86937 | -54297426 | -4951278 | -57926920 |
Profit Factor | 4.0574 | 8.1064 | 1.8648 | 1.5007 | 10.4898 | 0.3578 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 66.6667 | 69.697 | 63.6364 | 66.6667 | 69.697 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.0287 | 3.5245 | 1.0656 | 0.7503 | 4.5608 | 0.2045 |
Largest Winning Trade | 171710 | 171710 | 65044 | 58830036 | 58830036 | 6043622 |
Largest Losing Trade | -71934 | -46420 | -71934 | -27666909 | -3321697 | -27666909 |
Avg Bars in Trades | 69 | 78 | 60 | 69 | 78 | 60 |
Avg Bars in Winners | 79 | 83 | 75 | 79 | 83 | 75 |
Avg Bars in Losers | 49 | 67 | 33 | 49 | 67 | 33 |
Bars Traded | 4588 | 2596 | 1992 | 4588 | 2596 | 1992 |
Profit Streak | 57.3311 | 92.3311 | 0 | 57.3311 | 92.3311 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -241200 | -144205 | -255301 | -117728 | 758974 | -579035 |
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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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