Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1108749.6164 | 914012.4078 | 194737.2086 | 47618286.2939 | 51216763.1707 | -3598476.8767 |
Total P&L (%) | 1108.7496 | 914.0124 | 194.7372 | 47618.2863 | 51216.7632 | -3598.4769 |
Avg Daily Profit (%) | 0.4433 | 0.3655 | 0.0779 | 0.2469 | 0.2498 | 0 |
Buy And Hold Return (%) | 890.3442 | 890.3442 | 890.3442 | 890.3442 | 890.3442 | 890.3442 |
Max Trade Drawdown | -64412 | -57932 | -59537 | -22422513 | -14128817 | -17447780 |
Profit Factor | 3.9352 | 6.0157 | 1.996 | 1.8971 | 3.1975 | 0.8791 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 59.0909 | 52.2727 | 65.9091 | 59.0909 | 52.2727 | 65.9091 |
Ratio Avg Win / Avg Loss | 2.7244 | 5.4926 | 1.0324 | 1.3134 | 2.9195 | 0.4547 |
Largest Winning Trade | 394397 | 394397 | 49070 | 37559441 | 37559441 | 6638609 |
Largest Losing Trade | -59537 | -33790 | -59537 | -14128817 | -14128817 | -10286895 |
Avg Bars in Trades | 54 | 59 | 50 | 54 | 59 | 50 |
Avg Bars in Winners | 60 | 67 | 54 | 60 | 67 | 54 |
Avg Bars in Losers | 46 | 50 | 41 | 46 | 50 | 41 |
Bars Traded | 4826 | 2619 | 2207 | 4826 | 2619 | 2207 |
Profit Streak | 118.5029 | 118.5029 | 155.5029 | 118.5029 | 118.5029 | 155.5029 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69563 | -138609 | -248610 | 493012 | 557725 | -577304 |
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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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