Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1012142.4149 | 790880.3401 | 221262.0748 | 72273587.5104 | 86475694.9797 | -14202107.4693 |
Total P&L (%) | 1012.1424 | 790.8803 | 221.2621 | 72273.5875 | 86475.695 | -14202.1075 |
Avg Daily Profit (%) | 0.4048 | 0.3163 | 0.0885 | 0.2637 | 0.2709 | 0 |
Buy And Hold Return (%) | 906.0043 | 906.0043 | 906.0043 | 906.0043 | 906.0043 | 906.0043 |
Max Trade Drawdown | -67621 | -47632 | -70530 | -30283622 | -8176849 | -47586621 |
Profit Factor | 5.0585 | 8.9513 | 2.4758 | 1.9741 | 6.46 | 0.7566 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 71.1864 | 68.9655 | 73.3333 | 71.1864 | 68.9655 | 73.3333 |
Ratio Avg Win / Avg Loss | 2.0475 | 4.0281 | 0.9003 | 0.799 | 2.907 | 0.2751 |
Largest Winning Trade | 190973 | 190973 | 40611 | 39373950 | 39373950 | 11081937 |
Largest Losing Trade | -57369 | -36610 | -57369 | -30283622 | -6414836 | -30283622 |
Avg Bars in Trades | 80 | 83 | 77 | 80 | 83 | 77 |
Avg Bars in Winners | 83 | 81 | 84 | 83 | 81 | 84 |
Avg Bars in Losers | 73 | 88 | 56 | 73 | 88 | 56 |
Bars Traded | 4738 | 2426 | 2312 | 4738 | 2426 | 2312 |
Profit Streak | 209.5239 | 359.0239 | 209.5239 | 209.5239 | 359.0239 | 209.5239 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -287074 | -144471 | -234707 | -165814 | 753037 | -576825 |
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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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