Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1064080.2665 | 849170.0795 | 214910.187 | 66143822.1946 | 49061983.0609 | 17081839.1337 |
Total P&L (%) | 1064.0803 | 849.1701 | 214.9102 | 66143.8222 | 49061.9831 | 17081.8391 |
Avg Daily Profit (%) | 0.4256 | 0.3397 | 0.086 | 0.2602 | 0.2482 | 0.2061 |
Buy And Hold Return (%) | 709.2432 | 709.2432 | 709.2432 | 709.2432 | 709.2432 | 709.2432 |
Max Trade Drawdown | -66870 | -51329 | -40910 | -4688080 | -5278717 | -3444322 |
Profit Factor | 3.3094 | 4.3168 | 2.0497 | 4.1085 | 4.4011 | 3.4926 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 59.633 | 55.5556 | 63.6364 | 59.633 | 55.5556 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.2402 | 3.4534 | 1.1713 | 2.7811 | 3.5209 | 1.9958 |
Largest Winning Trade | 325151 | 325151 | 46285 | 21993165 | 21993165 | 5848009 |
Largest Losing Trade | -32076 | -30638 | -32076 | -4688080 | -4688080 | -2693057 |
Avg Bars in Trades | 89 | 102 | 76 | 89 | 102 | 76 |
Avg Bars in Winners | 102 | 126 | 82 | 102 | 126 | 82 |
Avg Bars in Losers | 69 | 72 | 66 | 69 | 72 | 66 |
Bars Traded | 9725 | 5513 | 4212 | 9725 | 5513 | 4212 |
Profit Streak | 120.4898 | 120.4898 | 123.2398 | 120.4898 | 120.4898 | 123.2398 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325204 | -266249 | -418116 | 671524 | -162571 | -162165 |
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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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