Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2191723.815 | 1995421.9221 | 196301.8929 | 56062053.6305 | 22348709.8868 | 33713343.7437 |
Total P&L (%) | 2191.7238 | 1995.4219 | 196.3019 | 56062.0536 | 22348.7099 | 33713.3437 |
Avg Daily Profit (%) | 0.9687 | 0.882 | 0.0868 | 0.2802 | 0.2396 | 0.2577 |
Buy And Hold Return (%) | 369.1068 | 369.1068 | 369.1068 | 369.1068 | 369.1068 | 369.1068 |
Max Trade Drawdown | -99801 | -52388 | -73212 | -52298648 | -34227929 | -26449909 |
Profit Factor | 5.6741 | 8.8776 | 1.9105 | 1.4208 | 1.2812 | 1.6275 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 25 | 14 | 11 | 25 | 14 | 11 |
Profitability (%) | 59.0164 | 54.8387 | 63.3333 | 59.0164 | 54.8387 | 63.3333 |
Ratio Avg Win / Avg Loss | 3.9403 | 7.311 | 1.1061 | 0.9867 | 1.0551 | 0.9423 |
Largest Winning Trade | 1426858 | 1426858 | 59651 | 37759889 | 37759889 | 21226100 |
Largest Losing Trade | -38934 | -38934 | -38061 | -30271704 | -30271704 | -18070719 |
Avg Bars in Trades | 136 | 105 | 169 | 136 | 105 | 169 |
Avg Bars in Winners | 178 | 146 | 207 | 178 | 146 | 207 |
Avg Bars in Losers | 76 | 56 | 102 | 76 | 56 | 102 |
Bars Traded | 8353 | 3279 | 5074 | 8353 | 3279 | 5074 |
Profit Streak | 0 | 0 | 316.9171 | 0 | 0 | 316.9171 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143937 | 766442 | -237736 | -156952 | 321550 | 413359 |
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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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