Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1057576.3752 | 863022.299 | 194554.0761 | 41608915.7991 | 42257421.5255 | -648505.7264 |
Total P&L (%) | 1057.5764 | 863.0223 | 194.5541 | 41608.9158 | 42257.4215 | -648.5057 |
Avg Daily Profit (%) | 0.4231 | 0.3453 | 0.0778 | 0.2417 | 0.2423 | 0 |
Buy And Hold Return (%) | 756.3911 | 756.3911 | 756.3911 | 756.3911 | 756.3911 | 756.3911 |
Max Trade Drawdown | -59050 | -73140 | -52300 | -10480394 | -5881216 | -10603974 |
Profit Factor | 3.6855 | 5.355 | 1.9945 | 2.4806 | 4.4735 | 0.9593 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 61.9048 | 61.9048 | 61.9048 | 61.9048 | 61.9048 | 61.9048 |
Ratio Avg Win / Avg Loss | 2.268 | 3.2954 | 1.2274 | 1.5265 | 2.7529 | 0.5903 |
Largest Winning Trade | 374546 | 374546 | 49312 | 26615955 | 26615955 | 2321134 |
Largest Losing Trade | -52300 | -39385 | -52300 | -6907270 | -3183784 | -6907270 |
Avg Bars in Trades | 174 | 185 | 164 | 174 | 185 | 164 |
Avg Bars in Winners | 195 | 192 | 198 | 195 | 192 | 198 |
Avg Bars in Losers | 141 | 173 | 109 | 141 | 173 | 109 |
Bars Traded | 14687 | 7789 | 6898 | 14687 | 7789 | 6898 |
Profit Streak | 156.9886 | 157.6553 | 156.9886 | 156.9886 | 157.6553 | 156.9886 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21634 | -101645 | -249183 | 597909 | 674902 | -577838 |
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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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