Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1051071.5654 | 883360.1971 | 167711.3683 | 37953420.7751 | 49379859.7513 | -11426438.9762 |
Total P&L (%) | 1051.0716 | 883.3602 | 167.7114 | 37953.4208 | 49379.8598 | -11426.439 |
Avg Daily Profit (%) | 0.5047 | 0.4241 | 0.0805 | 0.2857 | 0.2983 | 0 |
Buy And Hold Return (%) | 1190.2772 | 1190.2772 | 1190.2772 | 1190.2772 | 1190.2772 | 1190.2772 |
Max Trade Drawdown | -77145 | -37191 | -65664 | -28713431 | -11982119 | -23764602 |
Profit Factor | 3.9744 | 6.2591 | 1.9046 | 1.6208 | 3.0259 | 0.6892 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 51.8987 | 48.7179 | 55 | 51.8987 | 48.7179 | 55 |
Ratio Avg Win / Avg Loss | 3.6836 | 6.5885 | 1.5583 | 1.5022 | 3.1851 | 0.5639 |
Largest Winning Trade | 350883 | 350883 | 50469 | 38450040 | 38450040 | 4132653 |
Largest Losing Trade | -45206 | -23870 | -45206 | -14831606 | -5100221 | -14831606 |
Avg Bars in Trades | 307 | 316 | 299 | 307 | 316 | 299 |
Avg Bars in Winners | 408 | 409 | 406 | 408 | 409 | 406 |
Avg Bars in Losers | 199 | 228 | 168 | 199 | 228 | 168 |
Bars Traded | 24324 | 12358 | 11966 | 24324 | 12358 | 11966 |
Profit Streak | 163.4478 | 176.5312 | 163.4478 | 163.4478 | 176.5312 | 163.4478 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177742 | -146804 | -245960 | -17810 | 545393 | -579135 |
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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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