Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1241262.4717 | 961932.65 | 279329.8217 | 265237838.4114 | 306278092.9277 | -41040254.5163 |
Total P&L (%) | 1241.2625 | 961.9327 | 279.3298 | 265237.8384 | 306278.0929 | -41040.2545 |
Avg Daily Profit (%) | 0.4964 | 0.3847 | 0.1117 | 0.3157 | 0.3215 | 0 |
Buy And Hold Return (%) | 681.2311 | 681.2311 | 681.2311 | 681.2311 | 681.2311 | 681.2311 |
Max Trade Drawdown | -67920 | -37192 | -40071 | -182161452 | -75002071 | -113833948 |
Profit Factor | 5.0676 | 6.9553 | 2.9448 | 1.9881 | 3.9556 | 0.751 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 64.7059 | 59.5238 | 69.7674 | 64.7059 | 59.5238 | 69.7674 |
Ratio Avg Win / Avg Loss | 2.7642 | 4.7296 | 1.2761 | 1.0844 | 2.6898 | 0.3254 |
Largest Winning Trade | 357926 | 357926 | 39125 | 255643953 | 255643953 | 39340887 |
Largest Losing Trade | -37192 | -37192 | -33213 | -108631350 | -46014192 | -108631350 |
Avg Bars in Trades | 113 | 121 | 106 | 113 | 121 | 106 |
Avg Bars in Winners | 128 | 132 | 125 | 128 | 132 | 125 |
Avg Bars in Losers | 87 | 105 | 63 | 87 | 105 | 63 |
Bars Traded | 9689 | 5117 | 4572 | 9689 | 5117 | 4572 |
Profit Streak | 164.5986 | 167.0986 | 164.5986 | 164.5986 | 167.0986 | 164.5986 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508823 | -17195 | -201561 | 557527 | 660612 | -577198 |
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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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