Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1429164.0596 | 1092255.5307 | 336908.5289 | 1024619454.6454 | 1062311441.7559 | -37691987.1105 |
Total P&L (%) | 1429.1641 | 1092.2555 | 336.9085 | 1024619.4546 | 1062311.4418 | -37691.9871 |
Avg Daily Profit (%) | 0.5717 | 0.4369 | 0.1348 | 0.3701 | 0.3715 | 0 |
Buy And Hold Return (%) | 975.6456 | 975.6456 | 975.6456 | 975.6456 | 975.6456 | 975.6456 |
Max Trade Drawdown | -50268 | -37245 | -37162 | -464488177 | -240456860 | -265633247 |
Profit Factor | 6.3409 | 9.0222 | 3.5633 | 2.3472 | 4.545 | 0.9182 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 62.6506 | 60.9756 | 64.2857 | 62.6506 | 60.9756 | 64.2857 |
Ratio Avg Win / Avg Loss | 3.7801 | 5.7742 | 1.9796 | 1.3993 | 2.9088 | 0.5101 |
Largest Winning Trade | 394966 | 394966 | 54160 | 836061951 | 836061951 | 204913786 |
Largest Losing Trade | -37162 | -19800 | -37162 | -256218412 | -166689719 | -256218412 |
Avg Bars in Trades | 117 | 133 | 100 | 117 | 133 | 100 |
Avg Bars in Winners | 134 | 142 | 127 | 134 | 142 | 127 |
Avg Bars in Losers | 87 | 119 | 53 | 87 | 119 | 53 |
Bars Traded | 9717 | 5478 | 4239 | 9717 | 5478 | 4239 |
Profit Streak | 153.1834 | 160.1834 | 153.1834 | 153.1834 | 160.1834 | 153.1834 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 21739 | -107578 | -169299 | 535424 | 698000 | -577919 |
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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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