Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1098992.1857 | 883553.7274 | 215438.4583 | 85765502.1846 | 80712099.9964 | 5053402.1882 |
Total P&L (%) | 1098.9922 | 883.5537 | 215.4385 | 85765.5022 | 80712.1 | 5053.4022 |
Avg Daily Profit (%) | 0.4398 | 0.3536 | 0.0862 | 0.2707 | 0.2683 | 0.1579 |
Buy And Hold Return (%) | 908.2979 | 908.2979 | 908.2979 | 908.2979 | 908.2979 | 908.2979 |
Max Trade Drawdown | -60441 | -61484 | -49999 | -12569389 | -6076226 | -11386915 |
Profit Factor | 4.0334 | 5.8394 | 2.1987 | 2.65 | 4.6832 | 1.1681 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 55.8559 | 55.3571 | 56.3636 | 55.8559 | 55.3571 | 56.3636 |
Ratio Avg Win / Avg Loss | 3.1877 | 4.7092 | 1.7022 | 2.0944 | 3.7768 | 0.9043 |
Largest Winning Trade | 321054 | 321054 | 42046 | 44079384 | 44079384 | 4439004 |
Largest Losing Trade | -49999 | -26332 | -49999 | -11386915 | -2653604 | -11386915 |
Avg Bars in Trades | 130 | 146 | 114 | 130 | 146 | 114 |
Avg Bars in Winners | 155 | 163 | 148 | 155 | 163 | 148 |
Avg Bars in Losers | 98 | 126 | 70 | 98 | 126 | 70 |
Bars Traded | 14518 | 8223 | 6295 | 14518 | 8223 | 6295 |
Profit Streak | 66.4369 | 155.6035 | 0 | 66.4369 | 155.6035 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81675 | -326025 | -418684 | 551136 | -161824 | -209808 |
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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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