Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060483.7951 | 874253.0951 | 186230.7 | 44716657.9898 | 44387882.8896 | 328775.1002 |
Total P&L (%) | 1060.4838 | 874.2531 | 186.2307 | 44716.658 | 44387.8829 | 328.7751 |
Avg Daily Profit (%) | 0.4242 | 0.3497 | 0.0745 | 0.2445 | 0.2442 | 0.0582 |
Buy And Hold Return (%) | 830.7011 | 830.7011 | 830.7011 | 830.7011 | 830.7011 | 830.7011 |
Max Trade Drawdown | -45369 | -56339 | -29952 | -13103579 | -8845888 | -9361255 |
Profit Factor | 4.5993 | 4.9477 | 3.545 | 2.3735 | 3.0084 | 1.0314 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 53.3333 | 48.6486 | 57.8947 | 53.3333 | 48.6486 | 57.8947 |
Ratio Avg Win / Avg Loss | 4.0244 | 5.2225 | 2.5782 | 2.0768 | 3.1756 | 0.7501 |
Largest Winning Trade | 313670 | 313670 | 41971 | 34603564 | 34603564 | 2631035 |
Largest Losing Trade | -39256 | -39256 | -14650 | -8845888 | -8845888 | -2270872 |
Avg Bars in Trades | 124 | 203 | 46 | 124 | 203 | 46 |
Avg Bars in Winners | 138 | 240 | 54 | 138 | 240 | 54 |
Avg Bars in Losers | 108 | 168 | 36 | 108 | 168 | 36 |
Bars Traded | 9305 | 7525 | 1780 | 9305 | 7525 | 1780 |
Profit Streak | 10.6701 | 0 | 22.4201 | 10.6701 | 0 | 22.4201 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122462 | -132913 | -250949 | -47258 | 491107 | -466945 |
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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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