Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309213.6202 | 898364.5486 | -589150.9284 | 157695669.7884 | 96781107.9138 | 60914561.8746 |
Total P&L (%) | 309.2136 | 898.3645 | -589.1509 | 157695.6698 | 96781.1079 | 60914.5619 |
Avg Daily Profit (%) | 0.1369 | 0.3978 | -0.2609 | 0.3266 | 0.3049 | 0.2844 |
Buy And Hold Return (%) | 9470.664 | 9470.664 | 9470.664 | 9470.664 | 9470.664 | 9470.664 |
Max Trade Drawdown | -630943 | -54592 | -820973 | -32046036 | -33360562 | -5046849 |
Profit Factor | 1.2862 | 6.048 | 0.3473 | 3.1988 | 2.6323 | 5.9018 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 15 | 17 | 32 | 14 | 18 |
Losing Trades | 27 | 14 | 13 | 27 | 15 | 12 |
Profitability (%) | 54.2373 | 51.7241 | 56.6667 | 54.2373 | 48.2759 | 60 |
Ratio Avg Win / Avg Loss | 1.0852 | 5.6448 | 0.2656 | 2.699 | 2.8203 | 3.9345 |
Largest Winning Trade | 321704 | 321704 | 57194 | 78331515 | 78331515 | 25704408 |
Largest Losing Trade | -626980 | -28499 | -626980 | -32046036 | -32046036 | -4770448 |
Avg Bars in Trades | 107 | 131 | 84 | 107 | 131 | 84 |
Avg Bars in Winners | 136 | 179 | 98 | 134 | 178 | 99 |
Avg Bars in Losers | 73 | 79 | 66 | 75 | 87 | 61 |
Bars Traded | 6350 | 3809 | 2541 | 6350 | 3809 | 2541 |
Profit Streak | 165.2206 | 170.2206 | 165.2206 | 165.2206 | 170.2206 | 165.2206 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -353591 | -146384 | -578994 | -162334 | 511109 | 685875 |
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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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