Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1259709.8764 | 1183982.8709 | 75727.0055 | 130805951.8098 | 117459635.3887 | 13346316.4211 |
Total P&L (%) | 1259.7099 | 1183.9829 | 75.727 | 130805.9518 | 117459.6354 | 13346.3164 |
Avg Daily Profit (%) | 0.6891 | 0.6477 | 0.0414 | 0.3934 | 0.3875 | 0.2685 |
Buy And Hold Return (%) | 7170.2703 | 7170.2703 | 7170.2703 | 7170.2703 | 7170.2703 | 7170.2703 |
Max Trade Drawdown | -136165 | -131517 | -44225 | -174292500 | -169628151 | -5441980 |
Profit Factor | 4.8152 | 5.5162 | 2.1133 | 1.5276 | 1.5001 | 2.0232 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 69 | 37 | 32 | 69 | 37 | 32 |
Losing Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Profitability (%) | 72.6316 | 78.7234 | 66.6667 | 72.6316 | 78.7234 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.8144 | 1.4909 | 1.0566 | 0.5756 | 0.4054 | 1.0116 |
Largest Winning Trade | 193678 | 193678 | 24785 | 117547585 | 117547585 | 3603878 |
Largest Losing Trade | -85744 | -85744 | -37008 | -159373380 | -159373380 | -4002285 |
Avg Bars in Trades | 212 | 426 | 2 | 212 | 426 | 2 |
Avg Bars in Winners | 104 | 193 | 1 | 104 | 193 | 1 |
Avg Bars in Losers | 498 | 1291 | 3 | 498 | 1291 | 3 |
Bars Traded | 20176 | 20061 | 115 | 20176 | 20061 | 115 |
Profit Streak | 307.9682 | 401.9682 | 307.9682 | 307.9682 | 401.9682 | 307.9682 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141067 | -141687 | -296947 | 515919 | 519976 | 253361 |
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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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