Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 882140.0886 | 1173663.5403 | -291523.4518 | 167001056.6724 | 122475819.4468 | 44525237.2256 |
Total P&L (%) | 882.1401 | 1173.6635 | -291.5235 | 167001.0567 | 122475.8194 | 44525.2372 |
Avg Daily Profit (%) | 0.3882 | 0.5164 | -0.1283 | 0.3271 | 0.3134 | 0.2688 |
Buy And Hold Return (%) | 9886.7159 | 9886.7159 | 9886.7159 | 9886.7159 | 9886.7159 | 9886.7159 |
Max Trade Drawdown | -460790 | -57809 | -574538 | -33208980 | -13273112 | -24336499 |
Profit Factor | 2.1373 | 11.156 | 0.5583 | 3.5142 | 7.1172 | 1.9596 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 41 | 20 | 21 | 41 | 19 | 22 |
Losing Trades | 21 | 11 | 10 | 21 | 12 | 9 |
Profitability (%) | 66.129 | 64.5161 | 67.7419 | 66.129 | 61.2903 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.0947 | 6.1358 | 0.2659 | 1.8 | 4.4951 | 0.8016 |
Largest Winning Trade | 485389 | 485389 | 52525 | 64196811 | 64196811 | 44766177 |
Largest Losing Trade | -460790 | -33449 | -460790 | -24336499 | -13273112 | -24336499 |
Avg Bars in Trades | 106 | 126 | 86 | 106 | 126 | 86 |
Avg Bars in Winners | 114 | 131 | 99 | 113 | 128 | 100 |
Avg Bars in Losers | 89 | 116 | 59 | 91 | 121 | 51 |
Bars Traded | 6582 | 3906 | 2676 | 6582 | 3906 | 2676 |
Profit Streak | 0 | 190.4052 | 0 | 0 | 190.4052 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -309586 | -143306 | -578518 | -140579 | 731434 | 377052 |
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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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