Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1099698.9941 | 881977.1989 | 217721.7952 | 85576011.351 | 78788137.7569 | 6787873.5941 |
Total P&L (%) | 1099.699 | 881.9772 | 217.7218 | 85576.0114 | 78788.1378 | 6787.8736 |
Avg Daily Profit (%) | 0.4391 | 0.3522 | 0.0869 | 0.27 | 0.2667 | 0.1691 |
Buy And Hold Return (%) | 822.5215 | 822.5215 | 822.5215 | 822.5215 | 822.5215 | 822.5215 |
Max Trade Drawdown | -49687 | -58556 | -49372 | -6758781 | -4931510 | -6711353 |
Profit Factor | 5.7682 | 10.6284 | 2.566 | 4.4667 | 7.874 | 1.5133 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 65.5738 | 60 | 70.9677 | 65.5738 | 60 | 70.9677 |
Ratio Avg Win / Avg Loss | 3.0283 | 7.0856 | 1.0497 | 2.345 | 5.2493 | 0.6191 |
Largest Winning Trade | 375372 | 375372 | 50288 | 48210361 | 48210361 | 3267731 |
Largest Losing Trade | -49008 | -42966 | -49008 | -6711353 | -4931510 | -6711353 |
Avg Bars in Trades | 159 | 177 | 143 | 159 | 177 | 143 |
Avg Bars in Winners | 153 | 152 | 153 | 153 | 152 | 153 |
Avg Bars in Losers | 172 | 213 | 118 | 172 | 213 | 118 |
Bars Traded | 9754 | 5315 | 4439 | 9754 | 5315 | 4439 |
Profit Streak | 132.5711 | 132.5711 | 212.5711 | 132.5711 | 132.5711 | 212.5711 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205128 | -123605 | -235240 | -146589 | 682320 | 401331 |
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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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