Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2002055.476 | 1903189.7598 | 98865.7162 | 57290661.8259 | 39326535.6218 | 17964126.2042 |
Total P&L (%) | 2002.0555 | 1903.1898 | 98.8657 | 57290.6618 | 39326.5356 | 17964.1262 |
Avg Daily Profit (%) | 0.8857 | 0.842 | 0.0437 | 0.2814 | 0.2648 | 0.2302 |
Buy And Hold Return (%) | 10355.2492 | 10355.2492 | 10355.2492 | 10355.2492 | 10355.2492 | 10355.2492 |
Max Trade Drawdown | -64658 | -56133 | -92375 | -21400471 | -21400471 | -2400305 |
Profit Factor | 6.5796 | 11.6601 | 1.5484 | 2.5694 | 2.2259 | 5.0607 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Profitability (%) | 55.7377 | 58.0645 | 53.3333 | 55.7377 | 58.0645 | 53.3333 |
Ratio Avg Win / Avg Loss | 5.225 | 8.4212 | 1.3548 | 2.0404 | 1.6076 | 4.4281 |
Largest Winning Trade | 1019252 | 1019252 | 42628 | 40935354 | 40935354 | 11555351 |
Largest Losing Trade | -54399 | -37347 | -54399 | -21400471 | -21400471 | -2400305 |
Avg Bars in Trades | 105 | 121 | 90 | 105 | 121 | 90 |
Avg Bars in Winners | 139 | 155 | 121 | 139 | 155 | 121 |
Avg Bars in Losers | 63 | 72 | 54 | 63 | 72 | 54 |
Bars Traded | 6456 | 3754 | 2702 | 6456 | 3754 | 2702 |
Profit Streak | 62.2415 | 215.5749 | 0 | 62.2415 | 215.5749 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -308705 | -142066 | -298277 | -152041 | 446609 | 283054 |
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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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