Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1232804.7209 | 981343.7616 | 251460.9593 | 147402672.4215 | 283388114.8337 | -135985442.4123 |
Total P&L (%) | 1232.8047 | 981.3438 | 251.461 | 147402.6724 | 283388.1148 | -135985.4424 |
Avg Daily Profit (%) | 0.4931 | 0.3925 | 0.1006 | 0.2923 | 0.3185 | 0 |
Buy And Hold Return (%) | 713.4304 | 713.4304 | 713.4304 | 713.4304 | 713.4304 | 713.4304 |
Max Trade Drawdown | -114345 | -57607 | -65800 | -288705098 | -101941032 | -190821743 |
Profit Factor | 4.4921 | 6.2548 | 2.5124 | 1.3873 | 3.0814 | 0.4437 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 64.4737 | 57.8947 | 71.0526 | 64.4737 | 57.8947 | 71.0526 |
Ratio Avg Win / Avg Loss | 2.4753 | 4.5489 | 1.0236 | 0.7644 | 2.241 | 0.1808 |
Largest Winning Trade | 345025 | 345025 | 49348 | 292970900 | 292970900 | 45760876 |
Largest Losing Trade | -41688 | -41201 | -41688 | -136053780 | -50732758 | -136053780 |
Avg Bars in Trades | 128 | 142 | 114 | 128 | 142 | 114 |
Avg Bars in Winners | 137 | 144 | 131 | 137 | 144 | 131 |
Avg Bars in Losers | 112 | 139 | 72 | 112 | 139 | 72 |
Bars Traded | 9763 | 5410 | 4353 | 9763 | 5410 | 4353 |
Profit Streak | 151.7514 | 160.0014 | 151.7514 | 151.7514 | 160.0014 | 151.7514 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40978 | -28733 | -217102 | -42464 | 609808 | -577072 |
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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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