Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1269215.3023 | 1000025.4544 | 269189.8478 | 196627027.246 | 193266497.7533 | 3360529.4927 |
Total P&L (%) | 1269.2153 | 1000.0255 | 269.1898 | 196627.0272 | 193266.4978 | 3360.5295 |
Avg Daily Profit (%) | 0.5079 | 0.4001 | 0.1077 | 0.3039 | 0.3032 | 0.1419 |
Buy And Hold Return (%) | 976.0516 | 976.0516 | 976.0516 | 976.0516 | 976.0516 | 976.0516 |
Max Trade Drawdown | -72863 | -53449 | -63361 | -51099595 | -30518567 | -29629778 |
Profit Factor | 5.9382 | 8.8922 | 3.0658 | 2.8602 | 4.9288 | 1.0595 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 69.4915 | 66.6667 | 72.4138 | 69.4915 | 66.6667 | 72.4138 |
Ratio Avg Win / Avg Loss | 2.607 | 4.4461 | 1.1679 | 1.2557 | 2.4644 | 0.4036 |
Largest Winning Trade | 385288 | 385288 | 50489 | 124057689 | 124057689 | 10754330 |
Largest Losing Trade | -63361 | -40081 | -63361 | -30518567 | -30518567 | -28621894 |
Avg Bars in Trades | 245 | 274 | 214 | 245 | 274 | 214 |
Avg Bars in Winners | 262 | 286 | 239 | 262 | 286 | 239 |
Avg Bars in Losers | 207 | 251 | 151 | 207 | 251 | 151 |
Bars Traded | 14470 | 8238 | 6232 | 14470 | 8238 | 6232 |
Profit Streak | 153.6153 | 159.1153 | 153.6153 | 153.6153 | 159.1153 | 153.6153 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -228802 | -136781 | -206796 | -162345 | 710676 | -159247 |
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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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