Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974061.2717 | 778490.155 | 195571.1167 | 25040046.2149 | 96894800.7802 | -71854754.5653 |
Total P&L (%) | 974.0613 | 778.4902 | 195.5711 | 25040.0462 | 96894.8008 | -71854.7546 |
Avg Daily Profit (%) | 0.3896 | 0.3114 | 0.0782 | 0.2213 | 0.2754 | 0 |
Buy And Hold Return (%) | 860.4587 | 860.4587 | 860.4587 | 860.4587 | 860.4587 | 860.4587 |
Max Trade Drawdown | -113838 | -56874 | -88026 | -96761367 | -6430906 | -92882017 |
Profit Factor | 3.7253 | 5.9014 | 1.9848 | 1.2161 | 6.6796 | 0.2727 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 62.1951 | 60.9756 | 63.4146 | 62.1951 | 60.9756 | 63.4146 |
Ratio Avg Win / Avg Loss | 2.2644 | 3.7769 | 1.1451 | 0.7392 | 4.2749 | 0.1573 |
Largest Winning Trade | 241097 | 241097 | 44607 | 77022856 | 77022856 | 6134336 |
Largest Losing Trade | -83710 | -46050 | -83710 | -91218727 | -5412741 | -91218727 |
Avg Bars in Trades | 88 | 94 | 81 | 88 | 94 | 81 |
Avg Bars in Winners | 95 | 97 | 93 | 95 | 97 | 93 |
Avg Bars in Losers | 76 | 89 | 61 | 76 | 89 | 61 |
Bars Traded | 7230 | 3875 | 3355 | 7230 | 3875 | 3355 |
Profit Streak | 154.1996 | 160.8663 | 154.1996 | 154.1996 | 160.8663 | 154.1996 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113721 | -145908 | -248894 | 21159 | 706851 | -578039 |
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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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