Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1289696.2684 | 981942.2913 | 307753.9771 | 285280431.1819 | 240970601.0095 | 44309830.1724 |
Total P&L (%) | 1289.6963 | 981.9423 | 307.754 | 285280.4312 | 240970.601 | 44309.8302 |
Avg Daily Profit (%) | 0.5159 | 0.3928 | 0.1231 | 0.3188 | 0.312 | 0.2441 |
Buy And Hold Return (%) | 615.1572 | 615.1572 | 615.1572 | 615.1572 | 615.1572 | 615.1572 |
Max Trade Drawdown | -88731 | -37967 | -88206 | -6860356 | -3973926 | -3442991 |
Profit Factor | 7.9415 | 13.9454 | 3.7992 | 24.5781 | 44.2839 | 7.7833 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 73.0159 | 74.1935 | 71.875 | 73.0159 | 74.1935 | 71.875 |
Ratio Avg Win / Avg Loss | 2.9349 | 4.8506 | 1.4867 | 9.0832 | 15.4031 | 3.0456 |
Largest Winning Trade | 359891 | 359891 | 45067 | 118759207 | 118759207 | 13615990 |
Largest Losing Trade | -83056 | -36812 | -83056 | -3973926 | -3973926 | -3230682 |
Avg Bars in Trades | 150 | 166 | 134 | 150 | 166 | 134 |
Avg Bars in Winners | 165 | 168 | 162 | 165 | 168 | 162 |
Avg Bars in Losers | 109 | 161 | 63 | 109 | 161 | 63 |
Bars Traded | 9481 | 5166 | 4315 | 9481 | 5166 | 4315 |
Profit Streak | 344.3185 | 344.3185 | 358.3185 | 344.3185 | 344.3185 | 358.3185 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133572 | 470628 | -184479 | -129011 | 790672 | 759921 |
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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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