Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082015.7152 | 839813.4583 | 242202.2569 | 117141187.6481 | 158626907.9556 | -41485720.3075 |
Total P&L (%) | 1082.0157 | 839.8135 | 242.2023 | 117141.1876 | 158626.908 | -41485.7203 |
Avg Daily Profit (%) | 0.4328 | 0.3359 | 0.0969 | 0.2831 | 0.2952 | 0 |
Buy And Hold Return (%) | 815.0765 | 815.0765 | 815.0765 | 815.0765 | 815.0765 | 815.0765 |
Max Trade Drawdown | -55404 | -50368 | -60053 | -76569505 | -14217274 | -87718584 |
Profit Factor | 5.1775 | 9.5643 | 2.5048 | 1.8555 | 6.5778 | 0.6176 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 75.4098 | 73.3333 | 77.4194 | 75.4098 | 73.3333 | 77.4194 |
Ratio Avg Win / Avg Loss | 1.6883 | 3.4779 | 0.7306 | 0.6051 | 2.3919 | 0.1801 |
Largest Winning Trade | 185683 | 185683 | 48495 | 89825322 | 89825322 | 8525473 |
Largest Losing Trade | -55404 | -40139 | -55404 | -76569505 | -11429067 | -76569505 |
Avg Bars in Trades | 158 | 168 | 149 | 158 | 168 | 149 |
Avg Bars in Winners | 155 | 154 | 155 | 155 | 154 | 155 |
Avg Bars in Losers | 169 | 207 | 126 | 169 | 207 | 126 |
Bars Traded | 9690 | 5068 | 4622 | 9690 | 5068 | 4622 |
Profit Streak | 201.9278 | 346.1778 | 201.9278 | 201.9278 | 346.1778 | 201.9278 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -207255 | -134287 | -222921 | -151828 | 781223 | -576287 |
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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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