Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1088834.8824 | 862485.8701 | 226349.0123 | 83415563.7658 | 114355869.4737 | -30940305.708 |
Total P&L (%) | 1088.8349 | 862.4859 | 226.349 | 83415.5638 | 114355.8695 | -30940.3057 |
Avg Daily Profit (%) | 0.4346 | 0.3443 | 0.0903 | 0.2689 | 0.2815 | 0 |
Buy And Hold Return (%) | 935.5019 | 935.5019 | 935.5019 | 935.5019 | 935.5019 | 935.5019 |
Max Trade Drawdown | -83675 | -77213 | -70487 | -62801919 | -9128838 | -67934026 |
Profit Factor | 4.0209 | 7.0465 | 2.0393 | 1.8296 | 7.8663 | 0.6312 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 67.0886 | 69.2308 | 65 | 67.0886 | 69.2308 | 65 |
Ratio Avg Win / Avg Loss | 1.9725 | 3.1318 | 1.0981 | 0.8975 | 3.4961 | 0.3399 |
Largest Winning Trade | 165091 | 165091 | 66305 | 60555689 | 60555689 | 14814804 |
Largest Losing Trade | -64287 | -48765 | -64287 | -62801919 | -7465879 | -62801919 |
Avg Bars in Trades | 89 | 103 | 76 | 89 | 103 | 76 |
Avg Bars in Winners | 105 | 102 | 108 | 105 | 102 | 108 |
Avg Bars in Losers | 58 | 105 | 18 | 58 | 105 | 18 |
Bars Traded | 7094 | 4025 | 3069 | 7094 | 4025 | 3069 |
Profit Streak | 305.9601 | 537.9601 | 305.9601 | 305.9601 | 537.9601 | 305.9601 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125040 | -144079 | -232037 | -18054 | 761843 | -577458 |
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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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