Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1106384.6469 | 911285.6151 | 195099.0319 | 47321377.7402 | 50658716.9211 | -3337339.1809 |
Total P&L (%) | 1106.3846 | 911.2856 | 195.099 | 47321.3777 | 50658.7169 | -3337.3392 |
Avg Daily Profit (%) | 0.4427 | 0.3646 | 0.0781 | 0.2469 | 0.2496 | 0 |
Buy And Hold Return (%) | 825.9417 | 825.9417 | 825.9417 | 825.9417 | 825.9417 | 825.9417 |
Max Trade Drawdown | -75055 | -31364 | -65846 | -12191765 | -4433738 | -19986095 |
Profit Factor | 3.9349 | 6.3739 | 1.9407 | 2.1787 | 4.6415 | 0.8728 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 48.1928 | 47.619 | 48.7805 | 48.1928 | 47.619 | 48.7805 |
Ratio Avg Win / Avg Loss | 4.23 | 7.0113 | 2.0377 | 2.3421 | 5.1056 | 0.9164 |
Largest Winning Trade | 352360 | 352360 | 52589 | 27356582 | 27356582 | 6456170 |
Largest Losing Trade | -65846 | -27896 | -65846 | -11635987 | -4433738 | -11635987 |
Avg Bars in Trades | 174 | 186 | 161 | 174 | 186 | 161 |
Avg Bars in Winners | 227 | 217 | 236 | 227 | 217 | 236 |
Avg Bars in Losers | 124 | 158 | 89 | 124 | 158 | 89 |
Bars Traded | 14454 | 7839 | 6615 | 14454 | 7839 | 6615 |
Profit Streak | 162.0367 | 162.0367 | 234.5367 | 162.0367 | 162.0367 | 234.5367 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43614 | -115574 | -249893 | 431470 | 578761 | -579861 |
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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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