Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1138086.7207 | 910870.4027 | 227216.318 | 92911287.1271 | 107351156.18 | -14439869.0529 |
Total P&L (%) | 1138.0867 | 910.8704 | 227.2163 | 92911.2871 | 107351.1562 | -14439.8691 |
Avg Daily Profit (%) | 0.4551 | 0.3643 | 0.0909 | 0.2737 | 0.2795 | 0 |
Buy And Hold Return (%) | 711.9865 | 711.9865 | 711.9865 | 711.9865 | 711.9865 | 711.9865 |
Max Trade Drawdown | -67382 | -39061 | -77323 | -53953252 | -21442065 | -53658328 |
Profit Factor | 4.019 | 5.7762 | 2.2198 | 1.7265 | 3.1024 | 0.8121 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 62.6374 | 62.2222 | 63.0435 | 62.6374 | 62.2222 | 63.0435 |
Ratio Avg Win / Avg Loss | 2.3973 | 3.507 | 1.3013 | 1.0298 | 1.8836 | 0.476 |
Largest Winning Trade | 333444 | 333444 | 42492 | 80909810 | 80909810 | 16596313 |
Largest Losing Trade | -33949 | -24825 | -33949 | -35706732 | -18945240 | -35706732 |
Avg Bars in Trades | 53 | 63 | 42 | 53 | 63 | 42 |
Avg Bars in Winners | 57 | 66 | 48 | 57 | 66 | 48 |
Avg Bars in Losers | 46 | 59 | 34 | 46 | 59 | 34 |
Bars Traded | 4846 | 2874 | 1972 | 4846 | 2874 | 1972 |
Profit Streak | 148.7123 | 156.2123 | 148.7123 | 148.7123 | 156.2123 | 148.7123 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405694 | -58452 | -231586 | 517329 | 621348 | -578050 |
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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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