Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220941.1699 | 940152.1068 | 280789.0631 | 297207673.839 | 230507328.2669 | 66700345.5721 |
Total P&L (%) | 1220.9412 | 940.1521 | 280.7891 | 297207.6738 | 230507.3283 | 66700.3456 |
Avg Daily Profit (%) | 0.4884 | 0.3761 | 0.1123 | 0.3204 | 0.3102 | 0.2605 |
Buy And Hold Return (%) | 760.871 | 760.871 | 760.871 | 760.871 | 760.871 | 760.871 |
Max Trade Drawdown | -74685 | -74696 | -36264 | -5409000 | -3816871 | -5245264 |
Profit Factor | 6.3273 | 8.6811 | 3.6294 | 31.182 | 57.9449 | 12.5015 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 76.9231 | 75 | 78.7879 | 76.9231 | 75 | 78.7879 |
Ratio Avg Win / Avg Loss | 1.8982 | 2.8937 | 0.9772 | 9.3546 | 19.315 | 3.3658 |
Largest Winning Trade | 304808 | 304808 | 50997 | 108458250 | 108458250 | 28001090 |
Largest Losing Trade | -38307 | -38307 | -36264 | -3884154 | -1907926 | -3884154 |
Avg Bars in Trades | 145 | 181 | 110 | 145 | 181 | 110 |
Avg Bars in Winners | 153 | 183 | 124 | 153 | 183 | 124 |
Avg Bars in Losers | 118 | 173 | 55 | 118 | 173 | 55 |
Bars Traded | 9428 | 5793 | 3635 | 9428 | 5793 | 3635 |
Profit Streak | 670.3982 | 670.3982 | 672.6482 | 670.3982 | 670.3982 | 672.6482 |
Trades During Streak | 15 | 7 | 8 | 15 | 7 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121506 | -69796 | -199698 | -113417 | 796048 | 799277 |
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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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