Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259579.173 | 990783.5186 | 268795.6544 | 230550229.4706 | 180270543.4297 | 50279686.0409 |
Total P&L (%) | 1259.5792 | 990.7835 | 268.7957 | 230550.2295 | 180270.5434 | 50279.686 |
Avg Daily Profit (%) | 0.5038 | 0.3963 | 0.1075 | 0.3102 | 0.3004 | 0.2492 |
Buy And Hold Return (%) | 686.2312 | 686.2312 | 686.2312 | 686.2312 | 686.2312 | 686.2312 |
Max Trade Drawdown | -40540 | -60089 | -30883 | -65324386 | -50145994 | -15178391 |
Profit Factor | 3.9718 | 5.3614 | 2.3667 | 2.8511 | 3.1906 | 2.1899 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 55.6522 | 49.1228 | 62.069 | 55.6522 | 49.1228 | 62.069 |
Ratio Avg Win / Avg Loss | 3.165 | 5.5528 | 1.4463 | 2.272 | 3.3045 | 1.3383 |
Largest Winning Trade | 368779 | 368779 | 49887 | 104310587 | 104310587 | 24548362 |
Largest Losing Trade | -28335 | -21901 | -28335 | -39779225 | -39779225 | -11630209 |
Avg Bars in Trades | 42 | 46 | 37 | 42 | 46 | 37 |
Avg Bars in Winners | 54 | 60 | 49 | 54 | 60 | 49 |
Avg Bars in Losers | 26 | 34 | 17 | 26 | 34 | 17 |
Bars Traded | 4855 | 2677 | 2178 | 4855 | 2677 | 2178 |
Profit Streak | 140.4188 | 158.4188 | 140.4188 | 140.4188 | 158.4188 | 140.4188 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 435997 | -189361 | -389359 | 606364 | -164438 | -166016 |
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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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