Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1699311.698 | 1570922.4958 | 128389.2021 | 162419956.4652 | 128674238.5613 | 33745717.9039 |
Total P&L (%) | 1699.3117 | 1570.9225 | 128.3892 | 162419.9565 | 128674.2386 | 33745.7179 |
Avg Daily Profit (%) | 0.753 | 0.6961 | 0.0569 | 0.3282 | 0.3178 | 0.2584 |
Buy And Hold Return (%) | 9119.6113 | 9119.6113 | 9119.6113 | 9119.6113 | 9119.6113 | 9119.6113 |
Max Trade Drawdown | -47762 | -55521 | -52706 | -72833793 | -97100822 | -44234166 |
Profit Factor | 5.1114 | 7.2788 | 1.7871 | 1.53 | 1.6211 | 1.3399 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 48.5437 | 45.098 | 51.9231 | 48.5437 | 45.098 | 51.9231 |
Ratio Avg Win / Avg Loss | 5.4181 | 8.8612 | 1.6547 | 1.6218 | 1.9735 | 1.2406 |
Largest Winning Trade | 570195 | 570195 | 58802 | 144147922 | 144147922 | 39197793 |
Largest Losing Trade | -41082 | -41082 | -25000 | -52570555 | -52570555 | -23399208 |
Avg Bars in Trades | 61 | 86 | 36 | 61 | 86 | 36 |
Avg Bars in Winners | 86 | 129 | 50 | 86 | 129 | 50 |
Avg Bars in Losers | 37 | 52 | 21 | 37 | 52 | 21 |
Bars Traded | 6342 | 4430 | 1911 | 6342 | 4430 | 1911 |
Profit Streak | 10.1547 | 0 | 16.1547 | 10.1547 | 0 | 16.1547 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144769 | -326933 | -458566 | 435638 | -169848 | -172853 |
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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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