Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153308.5156 | 935932.2078 | 217376.3078 | 92527828.6286 | 101889765.6471 | -9361937.0185 |
Total P&L (%) | 1153.3085 | 935.9322 | 217.3763 | 92527.8286 | 101889.7656 | -9361.937 |
Avg Daily Profit (%) | 0.4612 | 0.3743 | 0.0869 | 0.2736 | 0.2774 | 0 |
Buy And Hold Return (%) | 700.3909 | 700.3909 | 700.3909 | 700.3909 | 700.3909 | 700.3909 |
Max Trade Drawdown | -77177 | -68811 | -61004 | -40928704 | -13712752 | -43735937 |
Profit Factor | 3.8464 | 5.0289 | 2.2574 | 1.96 | 3.8646 | 0.8461 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 52.8846 | 50 | 55.7692 | 52.8846 | 50 | 55.7692 |
Ratio Avg Win / Avg Loss | 3.4268 | 5.0289 | 1.7904 | 1.7461 | 3.8646 | 0.671 |
Largest Winning Trade | 310254 | 310254 | 49803 | 77443198 | 77443198 | 13287957 |
Largest Losing Trade | -33915 | -25993 | -33915 | -34731289 | -10522205 | -34731289 |
Avg Bars in Trades | 46 | 56 | 36 | 46 | 56 | 36 |
Avg Bars in Winners | 59 | 74 | 46 | 59 | 74 | 46 |
Avg Bars in Losers | 31 | 38 | 23 | 31 | 38 | 23 |
Bars Traded | 4810 | 2926 | 1884 | 4810 | 2926 | 1884 |
Profit Streak | 104.1375 | 137.6375 | 104.1375 | 104.1375 | 137.6375 | 104.1375 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345013 | -223292 | -417122 | 503934 | -163823 | -759524 |
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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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