Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2252889.4627 | 2100597.0609 | 152292.4018 | 150690805.7063 | 99082668.8555 | 51608136.8508 |
Total P&L (%) | 2252.8895 | 2100.5971 | 152.2924 | 150690.8057 | 99082.6689 | 51608.1369 |
Avg Daily Profit (%) | 0.9926 | 0.9255 | 0.0671 | 0.323 | 0.3044 | 0.2757 |
Buy And Hold Return (%) | 10238.8455 | 10238.8455 | 10238.8455 | 10238.8455 | 10238.8455 | 10238.8455 |
Max Trade Drawdown | -112086 | -38927 | -77940 | -35840863 | -35840863 | -1397441 |
Profit Factor | 7.0503 | 11.34 | 1.9 | 3.7966 | 3.0076 | 12.3951 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 26 | 17 | 9 | 26 | 17 | 9 |
Profitability (%) | 60.6061 | 48.4848 | 72.7273 | 60.6061 | 48.4848 | 72.7273 |
Ratio Avg Win / Avg Loss | 4.5827 | 12.0487 | 0.7125 | 2.4678 | 3.1956 | 4.6482 |
Largest Winning Trade | 981903 | 981903 | 60994 | 72743257 | 72743257 | 21050871 |
Largest Losing Trade | -77940 | -36367 | -77940 | -35840863 | -35840863 | -1307393 |
Avg Bars in Trades | 131 | 149 | 114 | 131 | 149 | 114 |
Avg Bars in Winners | 161 | 215 | 125 | 161 | 215 | 125 |
Avg Bars in Losers | 86 | 87 | 84 | 86 | 87 | 84 |
Bars Traded | 8704 | 4922 | 3782 | 8704 | 4922 | 3782 |
Profit Streak | 226.3262 | 226.3262 | 697.0762 | 226.3262 | 226.3262 | 697.0762 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -269636 | -143615 | -263959 | -109719 | 541248 | 728586 |
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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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