Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1120160.6937 | 913194.7661 | 206965.9276 | 69924087.9121 | 70742847.1831 | -818759.271 |
Total P&L (%) | 1120.1607 | 913.1948 | 206.9659 | 69924.0879 | 70742.8472 | -818.7593 |
Avg Daily Profit (%) | 0.448 | 0.3652 | 0.0828 | 0.2623 | 0.2628 | 0 |
Buy And Hold Return (%) | 682.7161 | 682.7161 | 682.7161 | 682.7161 | 682.7161 | 682.7161 |
Max Trade Drawdown | -98959 | -91672 | -45804 | -22866273 | -7317319 | -23371160 |
Profit Factor | 3.6961 | 4.2103 | 2.5797 | 2.3762 | 4.0381 | 0.9703 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 57.8947 | 57.4468 | 58.3333 | 57.8947 | 57.4468 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.6881 | 3.1188 | 1.8427 | 1.7281 | 2.9912 | 0.693 |
Largest Winning Trade | 283819 | 283819 | 54409 | 48140671 | 48140671 | 5546359 |
Largest Losing Trade | -39307 | -39307 | -32403 | -21095313 | -5627879 | -21095313 |
Avg Bars in Trades | 49 | 65 | 34 | 49 | 65 | 34 |
Avg Bars in Winners | 60 | 75 | 46 | 60 | 75 | 46 |
Avg Bars in Losers | 34 | 52 | 17 | 34 | 52 | 17 |
Bars Traded | 4724 | 3067 | 1657 | 4724 | 3067 | 1657 |
Profit Streak | 135.7847 | 135.7847 | 247.2847 | 135.7847 | 135.7847 | 247.2847 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372231 | -42468 | -240782 | 566083 | 622083 | -578255 |
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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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