Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1171399.8582 | 932967.1046 | 238432.7535 | 105671906.6832 | 137610318.4586 | -31938411.7754 |
Total P&L (%) | 1171.3999 | 932.9671 | 238.4328 | 105671.9067 | 137610.3185 | -31938.4118 |
Avg Daily Profit (%) | 0.4686 | 0.3732 | 0.0954 | 0.2789 | 0.2895 | 0 |
Buy And Hold Return (%) | 769.9385 | 769.9385 | 769.9385 | 769.9385 | 769.9385 | 769.9385 |
Max Trade Drawdown | -81545 | -48131 | -68747 | -75263307 | -34845648 | -71268957 |
Profit Factor | 5.1172 | 7.9484 | 2.587 | 1.7088 | 3.2832 | 0.6404 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 61.9048 | 61.2903 | 62.5 | 61.9048 | 61.2903 | 62.5 |
Ratio Avg Win / Avg Loss | 3.149 | 5.02 | 1.5522 | 1.0516 | 2.0736 | 0.3842 |
Largest Winning Trade | 321748 | 321748 | 50786 | 104610328 | 104610328 | 7838396 |
Largest Losing Trade | -68747 | -27575 | -68747 | -40870424 | -22267610 | -40870424 |
Avg Bars in Trades | 148 | 162 | 135 | 148 | 162 | 135 |
Avg Bars in Winners | 161 | 161 | 161 | 161 | 161 | 161 |
Avg Bars in Losers | 127 | 162 | 92 | 127 | 162 | 92 |
Bars Traded | 9368 | 5024 | 4344 | 9368 | 5024 | 4344 |
Profit Streak | 158.4461 | 162.1961 | 158.4461 | 158.4461 | 162.1961 | 158.4461 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139939 | -79466 | -223934 | -137234 | 628880 | -578225 |
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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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