Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984242.3798 | 799765.1694 | 184477.2103 | 34333178.2664 | 41625003.5061 | -7291825.2397 |
Total P&L (%) | 984.2424 | 799.7652 | 184.4772 | 34333.1783 | 41625.0035 | -7291.8252 |
Avg Daily Profit (%) | 0.3936 | 0.3198 | 0.0738 | 0.2339 | 0.2416 | 0 |
Buy And Hold Return (%) | 843.1288 | 843.1288 | 843.1288 | 843.1288 | 843.1288 | 843.1288 |
Max Trade Drawdown | -72346 | -65597 | -72673 | -20724120 | -5595480 | -21147540 |
Profit Factor | 3.3472 | 4.6709 | 1.9157 | 1.862 | 4.3153 | 0.7327 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 62.1359 | 62.7451 | 61.5385 | 62.1359 | 62.7451 | 61.5385 |
Ratio Avg Win / Avg Loss | 2.0397 | 2.7733 | 1.1973 | 1.1347 | 2.5622 | 0.4579 |
Largest Winning Trade | 165017 | 165017 | 64547 | 21356256 | 21356256 | 5587857 |
Largest Losing Trade | -62277 | -52739 | -62277 | -20724120 | -3510170 | -20724120 |
Avg Bars in Trades | 45 | 54 | 37 | 45 | 54 | 37 |
Avg Bars in Winners | 51 | 53 | 48 | 51 | 53 | 48 |
Avg Bars in Losers | 36 | 56 | 18 | 36 | 56 | 18 |
Bars Traded | 4717 | 2791 | 1926 | 4717 | 2791 | 1926 |
Profit Streak | 122.7086 | 122.7086 | 193.2086 | 122.7086 | 122.7086 | 193.2086 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94415 | -326999 | -435274 | 502165 | -162151 | -758362 |
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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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