Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 33682.5934 | 337992.0378 | -304309.4444 | 41684222.341 | 12576352.6067 | 29107869.7343 |
Total P&L (%) | 33.6826 | 337.992 | -304.3094 | 41684.2223 | 12576.3526 | 29107.8697 |
Avg Daily Profit (%) | 0.0135 | 0.1351 | -0.1216 | 0.2415 | 0.1938 | 0.2272 |
Buy And Hold Return (%) | 240.526 | 240.526 | 240.526 | 240.526 | 240.526 | 240.526 |
Max Trade Drawdown | -362444 | -47132 | -467112 | -8918001 | -4927288 | -6648110 |
Profit Factor | 1.0402 | 3.0566 | 0.548 | 3.3683 | 2.3828 | 4.4219 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 37 | 17 | 20 | 29 | 14 | 15 |
Losing Trades | 20 | 11 | 9 | 28 | 14 | 14 |
Profitability (%) | 64.9123 | 60.7143 | 68.9655 | 50.8772 | 50 | 51.7241 |
Ratio Avg Win / Avg Loss | 0.5623 | 1.9778 | 0.2466 | 3.2521 | 2.3828 | 4.1271 |
Largest Winning Trade | 87178 | 87178 | 44855 | 22806767 | 16318865 | 22806767 |
Largest Losing Trade | -309936 | -42191 | -309936 | -2082321 | -1413052 | -2082321 |
Avg Bars in Trades | 126 | 145 | 108 | 126 | 145 | 108 |
Avg Bars in Winners | 108 | 119 | 99 | 123 | 138 | 109 |
Avg Bars in Losers | 159 | 184 | 129 | 130 | 152 | 108 |
Bars Traded | 7216 | 4061 | 3155 | 7216 | 4061 | 3155 |
Profit Streak | 136.7869 | 136.7869 | 264.1203 | 136.7869 | 136.7869 | 530.1203 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -694805 | -65630 | -577023 | -163201 | -7962 | 619062 |
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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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