Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1202350.8059 | 951628.9523 | 250721.8536 | 166714632.9102 | 158839409.2617 | 7875223.6485 |
Total P&L (%) | 1202.3508 | 951.629 | 250.7219 | 166714.6329 | 158839.4093 | 7875.2236 |
Avg Daily Profit (%) | 0.4809 | 0.3807 | 0.1003 | 0.2972 | 0.2953 | 0.1753 |
Buy And Hold Return (%) | 758.3151 | 758.3151 | 758.3151 | 758.3151 | 758.3151 | 758.3151 |
Max Trade Drawdown | -49526 | -51093 | -48106 | -38917089 | -7364749 | -44845185 |
Profit Factor | 5.6635 | 10.0498 | 2.6423 | 3.1043 | 8.2203 | 1.1376 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 67.6923 | 62.5 | 72.7273 | 67.6923 | 62.5 | 72.7273 |
Ratio Avg Win / Avg Loss | 2.703 | 6.0299 | 0.9909 | 1.4816 | 4.9322 | 0.4266 |
Largest Winning Trade | 364247 | 364247 | 51795 | 96083933 | 96083933 | 16189826 |
Largest Losing Trade | -48106 | -35104 | -48106 | -38698765 | -6305322 | -38698765 |
Avg Bars in Trades | 149 | 159 | 138 | 149 | 159 | 138 |
Avg Bars in Winners | 153 | 160 | 146 | 153 | 160 | 146 |
Avg Bars in Losers | 140 | 157 | 117 | 140 | 157 | 117 |
Bars Traded | 9686 | 5107 | 4579 | 9686 | 5107 | 4579 |
Profit Streak | 111.648 | 111.648 | 225.898 | 111.648 | 111.648 | 225.898 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123284 | -66206 | -218325 | -118664 | 703117 | -58717 |
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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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