Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1590812.4309 | 1492797.0484 | 98015.3825 | 63116331.3789 | 55317687.7493 | 7798643.6295 |
Total P&L (%) | 1590.8124 | 1492.797 | 98.0154 | 63116.3314 | 55317.6877 | 7798.6436 |
Avg Daily Profit (%) | 0.703 | 0.6597 | 0.0433 | 0.2854 | 0.2796 | 0.1933 |
Buy And Hold Return (%) | 10049.9087 | 10049.9087 | 10049.9087 | 10049.9087 | 10049.9087 | 10049.9087 |
Max Trade Drawdown | -79214 | -89914 | -25347 | -60368645 | -55886374 | -8023124 |
Profit Factor | 6.926 | 9.1581 | 2.1469 | 1.5404 | 1.5674 | 1.4042 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 64.9351 | 65.7895 | 64.1026 | 64.9351 | 65.7895 | 64.1026 |
Ratio Avg Win / Avg Loss | 3.74 | 4.7622 | 1.2023 | 0.8318 | 0.815 | 0.7863 |
Largest Winning Trade | 717207 | 717207 | 20987 | 63519864 | 63519864 | 6681525 |
Largest Losing Trade | -58485 | -58485 | -25347 | -52592047 | -52592047 | -5874705 |
Avg Bars in Trades | 100 | 192 | 11 | 100 | 192 | 11 |
Avg Bars in Winners | 36 | 62 | 10 | 36 | 62 | 10 |
Avg Bars in Losers | 220 | 442 | 13 | 220 | 442 | 13 |
Bars Traded | 7771 | 7315 | 456 | 7771 | 7315 | 456 |
Profit Streak | 107.6451 | 0 | 115.1451 | 107.6451 | 0 | 115.1451 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188414 | -143222 | -295165 | -35327 | 353941 | -156053 |
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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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