Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1178234.6257 | 931690.4156 | 246544.2101 | 138138693.4037 | 119375548.9849 | 18763144.4188 |
Total P&L (%) | 1178.2346 | 931.6904 | 246.5442 | 138138.6934 | 119375.549 | 18763.1444 |
Avg Daily Profit (%) | 0.471 | 0.3724 | 0.0986 | 0.2895 | 0.2836 | 0.2097 |
Buy And Hold Return (%) | 720.4267 | 720.4267 | 720.4267 | 720.4267 | 720.4267 | 720.4267 |
Max Trade Drawdown | -48044 | -63724 | -44588 | -22686168 | -19716651 | -20574325 |
Profit Factor | 4.1054 | 5.4366 | 2.4553 | 3.1267 | 4.6595 | 1.5803 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 60.4167 | 60.4167 | 60.4167 | 60.4167 | 60.4167 | 60.4167 |
Ratio Avg Win / Avg Loss | 2.6898 | 3.5619 | 1.6087 | 2.0485 | 3.0528 | 1.0354 |
Largest Winning Trade | 250803 | 250803 | 56979 | 59555808 | 59555808 | 13484703 |
Largest Losing Trade | -46629 | -46629 | -41392 | -19716651 | -19716651 | -18916915 |
Avg Bars in Trades | 76 | 84 | 68 | 76 | 84 | 68 |
Avg Bars in Winners | 77 | 79 | 76 | 77 | 79 | 76 |
Avg Bars in Losers | 74 | 93 | 56 | 74 | 93 | 56 |
Bars Traded | 7350 | 4064 | 3286 | 7350 | 4064 | 3286 |
Profit Streak | 127.9751 | 173.3084 | 127.9751 | 127.9751 | 173.3084 | 127.9751 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 401927 | -54124 | -220104 | 639652 | 687314 | 443349 |
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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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