Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2714682.3537 | 2577415.8137 | 137266.5399 | 171957411.0275 | 106499744.2528 | 65457666.7747 |
Total P&L (%) | 2714.6824 | 2577.4158 | 137.2665 | 171957.411 | 106499.7443 | 65457.6668 |
Avg Daily Profit (%) | 1.1995 | 1.1388 | 0.0607 | 0.3297 | 0.3085 | 0.287 |
Buy And Hold Return (%) | 10803.9841 | 10803.9841 | 10803.9841 | 10803.9841 | 10803.9841 | 10803.9841 |
Max Trade Drawdown | -99672 | -92977 | -67520 | -231445081 | -192688573 | -38756507 |
Profit Factor | 6.5975 | 9.9468 | 1.6972 | 1.5252 | 1.4246 | 1.8551 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 61.4458 | 56.0976 | 66.6667 | 61.4458 | 56.0976 | 66.6667 |
Ratio Avg Win / Avg Loss | 4.1396 | 7.7844 | 0.8486 | 0.957 | 1.1149 | 0.9275 |
Largest Winning Trade | 1640005 | 1640005 | 50589 | 190445368 | 190445368 | 59711709 |
Largest Losing Trade | -54650 | -48529 | -54650 | -96575846 | -96575846 | -30100933 |
Avg Bars in Trades | 104 | 157 | 53 | 104 | 157 | 53 |
Avg Bars in Winners | 122 | 203 | 54 | 122 | 203 | 54 |
Avg Bars in Losers | 77 | 98 | 51 | 77 | 98 | 51 |
Bars Traded | 8710 | 6452 | 2258 | 8710 | 6452 | 2258 |
Profit Streak | 159.8986 | 160.3986 | 159.8986 | 159.8986 | 160.3986 | 159.8986 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141870 | -141997 | -274110 | 389027 | 417664 | 434352 |
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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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