Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1763227.8954 | 1626107.976 | 137119.9195 | 140654854.5907 | 109857773.6204 | 30797080.9703 |
Total P&L (%) | 1763.2279 | 1626.108 | 137.1199 | 140654.8546 | 109857.7736 | 30797.081 |
Avg Daily Profit (%) | 0.9491 | 0.8753 | 0.0738 | 0.391 | 0.3776 | 0.3091 |
Buy And Hold Return (%) | 8972.8424 | 8972.8424 | 8972.8424 | 8972.8424 | 8972.8424 | 8972.8424 |
Max Trade Drawdown | -64376 | -48204 | -46971 | -31585357 | -12368700 | -19639825 |
Profit Factor | 6.6232 | 11.332 | 1.878 | 3.2983 | 5.273 | 1.8678 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 49.1803 | 43.3333 | 54.8387 | 49.1803 | 43.3333 | 54.8387 |
Ratio Avg Win / Avg Loss | 6.844 | 14.8188 | 1.5466 | 3.4083 | 6.8954 | 1.5382 |
Largest Winning Trade | 658547 | 658547 | 64829 | 33435600 | 33435600 | 22699489 |
Largest Losing Trade | -34131 | -34131 | -28316 | -19639825 | -6603237 | -19639825 |
Avg Bars in Trades | 176 | 178 | 175 | 176 | 178 | 175 |
Avg Bars in Winners | 270 | 322 | 230 | 270 | 322 | 230 |
Avg Bars in Losers | 86 | 68 | 108 | 86 | 68 | 108 |
Bars Traded | 10791 | 5355 | 5436 | 10791 | 5355 | 5436 |
Profit Streak | 64.1133 | 215.28 | 64.1133 | 64.1133 | 215.28 | 64.1133 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -309299 | -145683 | -255464 | -149369 | 571894 | 393645 |
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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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