Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 981835.4007 | 796451.297 | 185384.1037 | 38233800.4291 | 49933670.5806 | -11699870.1515 |
Total P&L (%) | 981.8354 | 796.4513 | 185.3841 | 38233.8004 | 49933.6706 | -11699.8702 |
Avg Daily Profit (%) | 0.3927 | 0.3186 | 0.0742 | 0.2382 | 0.2489 | 0 |
Buy And Hold Return (%) | 730.6469 | 730.6469 | 730.6469 | 730.6469 | 730.6469 | 730.6469 |
Max Trade Drawdown | -103592 | -91297 | -60778 | -24637019 | -3241203 | -25670567 |
Profit Factor | 3.9388 | 4.6492 | 2.6004 | 2.1222 | 7.6266 | 0.5591 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 68.4211 | 65.7895 | 71.0526 | 68.4211 | 65.7895 | 71.0526 |
Ratio Avg Win / Avg Loss | 1.8179 | 2.4176 | 1.0594 | 0.9795 | 3.9658 | 0.2278 |
Largest Winning Trade | 195891 | 195891 | 52793 | 30027897 | 30027897 | 2675233 |
Largest Losing Trade | -53792 | -53792 | -50164 | -20856522 | -2546628 | -20856522 |
Avg Bars in Trades | 127 | 212 | 42 | 127 | 212 | 42 |
Avg Bars in Winners | 108 | 183 | 40 | 108 | 183 | 40 |
Avg Bars in Losers | 166 | 267 | 47 | 166 | 267 | 47 |
Bars Traded | 9668 | 8058 | 1610 | 9668 | 8058 | 1610 |
Profit Streak | 120.4141 | 120.4141 | 246.9141 | 120.4141 | 120.4141 | 246.9141 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91879 | -118544 | -251769 | -40137 | 705919 | -576682 |
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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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