Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1786563.4266 | 1666422.8088 | 120140.6179 | 111997027.1101 | 132504503.0466 | -20507475.9364 |
Total P&L (%) | 1786.5634 | 1666.4228 | 120.1406 | 111997.0271 | 132504.503 | -20507.4759 |
Avg Daily Profit (%) | 0.8578 | 0.8001 | 0.0577 | 0.3377 | 0.3458 | 0 |
Buy And Hold Return (%) | 10280.3424 | 10280.3424 | 10280.3424 | 10280.3424 | 10280.3424 | 10280.3424 |
Max Trade Drawdown | -106622 | -116985 | -36680 | -240640046 | -150863187 | -94604324 |
Profit Factor | 5.5735 | 6.8541 | 2.1336 | 1.2723 | 1.4523 | 0.8268 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 60 | 57.1429 | 62.7907 | 60 | 57.1429 | 62.7907 |
Ratio Avg Win / Avg Loss | 3.7156 | 5.1406 | 1.2644 | 0.8482 | 1.0892 | 0.49 |
Largest Winning Trade | 707659 | 707659 | 31555 | 195695536 | 195695536 | 14389831 |
Largest Losing Trade | -58882 | -58882 | -20630 | -111642239 | -111642239 | -58668301 |
Avg Bars in Trades | 284 | 544 | 29 | 284 | 544 | 29 |
Avg Bars in Winners | 126 | 233 | 30 | 126 | 233 | 30 |
Avg Bars in Losers | 520 | 959 | 27 | 520 | 959 | 27 |
Bars Traded | 24144 | 22869 | 1275 | 24144 | 22869 | 1275 |
Profit Streak | 57.1216 | 58.4549 | 57.1216 | 57.1216 | 58.4549 | 57.1216 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141564 | -142553 | -276174 | 368783 | 425826 | -578230 |
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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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