Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1093769.6414 | 854670.7012 | 239098.9402 | 130352470.8747 | 168551930.745 | -38199459.8703 |
Total P&L (%) | 1093.7696 | 854.6707 | 239.0989 | 130352.4709 | 168551.9307 | -38199.4599 |
Avg Daily Profit (%) | 0.4373 | 0.3417 | 0.0956 | 0.2872 | 0.2975 | 0 |
Buy And Hold Return (%) | 820.1312 | 820.1312 | 820.1312 | 820.1312 | 820.1312 | 820.1312 |
Max Trade Drawdown | -78550 | -80481 | -69694 | -73793414 | -11702639 | -94714202 |
Profit Factor | 5.0256 | 6.7198 | 2.9553 | 2.1269 | 9.3892 | 0.6004 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 74.2424 | 69.697 | 78.7879 | 74.2424 | 69.697 | 78.7879 |
Ratio Avg Win / Avg Loss | 1.7436 | 2.9217 | 0.7957 | 0.7379 | 4.0823 | 0.1616 |
Largest Winning Trade | 167449 | 167449 | 58782 | 92266771 | 92266771 | 13666739 |
Largest Losing Trade | -53490 | -53490 | -38753 | -49116893 | -7652509 | -49116893 |
Avg Bars in Trades | 109 | 174 | 43 | 109 | 174 | 43 |
Avg Bars in Winners | 101 | 165 | 45 | 101 | 165 | 45 |
Avg Bars in Losers | 131 | 196 | 37 | 131 | 196 | 37 |
Bars Traded | 7221 | 5772 | 1449 | 7221 | 5772 | 1449 |
Profit Streak | 125.8698 | 125.8698 | 255.8698 | 125.8698 | 125.8698 | 255.8698 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168100 | -131803 | -223191 | -113955 | 737806 | -575719 |
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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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