Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1840824.9994 | 1743291.414 | 97533.5854 | 56400203.5291 | 55630562.8413 | 769640.6878 |
Total P&L (%) | 1840.825 | 1743.2914 | 97.5336 | 56400.2035 | 55630.5628 | 769.6407 |
Avg Daily Profit (%) | 0.8837 | 0.8369 | 0.0468 | 0.3047 | 0.304 | 0.1039 |
Buy And Hold Return (%) | 12072.4562 | 12072.4562 | 12072.4562 | 12072.4562 | 12072.4562 | 12072.4562 |
Max Trade Drawdown | -83467 | -103637 | -24481 | -94876069 | -64366861 | -31925625 |
Profit Factor | 6.285 | 7.2762 | 2.3825 | 1.313 | 1.4012 | 1.0185 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 62.2951 | 53.3333 | 70.9677 | 62.2951 | 53.3333 | 70.9677 |
Ratio Avg Win / Avg Loss | 3.8041 | 6.3667 | 0.9747 | 0.7947 | 1.226 | 0.4167 |
Largest Winning Trade | 876132 | 876132 | 29842 | 87973229 | 87973229 | 11881754 |
Largest Losing Trade | -61030 | -61030 | -22437 | -64366861 | -64366861 | -30509208 |
Avg Bars in Trades | 390 | 770 | 23 | 390 | 770 | 23 |
Avg Bars in Winners | 159 | 349 | 20 | 159 | 349 | 20 |
Avg Bars in Losers | 772 | 1250 | 29 | 772 | 1250 | 29 |
Bars Traded | 23827 | 23108 | 719 | 23827 | 23108 | 719 |
Profit Streak | 59.3662 | 60.8662 | 59.3662 | 59.3662 | 60.8662 | 59.3662 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -307439 | -143106 | -290875 | -157624 | 320098 | -417935 |
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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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