Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195876.3397 | 954804.0726 | 241072.2671 | 124458594.286 | 122887399.758 | 1571194.528 |
Total P&L (%) | 1195.8763 | 954.8041 | 241.0723 | 124458.5943 | 122887.3998 | 1571.1945 |
Avg Daily Profit (%) | 0.4784 | 0.3819 | 0.0964 | 0.2855 | 0.285 | 0.1127 |
Buy And Hold Return (%) | 833.7112 | 833.7112 | 833.7112 | 833.7112 | 833.7112 | 833.7112 |
Max Trade Drawdown | -74743 | -53733 | -64737 | -32458031 | -20559784 | -20160714 |
Profit Factor | 5.5947 | 9.3756 | 2.6481 | 2.7656 | 4.7309 | 1.0418 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 70.6897 | 72.4138 | 68.9655 | 70.6897 | 72.4138 | 68.9655 |
Ratio Avg Win / Avg Loss | 2.3197 | 3.5717 | 1.1916 | 1.1467 | 1.8022 | 0.4688 |
Largest Winning Trade | 381822 | 381822 | 51823 | 78291469 | 78291469 | 7250465 |
Largest Losing Trade | -64737 | -39542 | -64737 | -20559784 | -20559784 | -19751751 |
Avg Bars in Trades | 158 | 174 | 141 | 158 | 174 | 141 |
Avg Bars in Winners | 168 | 172 | 164 | 168 | 172 | 164 |
Avg Bars in Losers | 132 | 180 | 89 | 132 | 180 | 89 |
Bars Traded | 9169 | 5069 | 4100 | 9169 | 5069 | 4100 |
Profit Streak | 155.2446 | 159.9946 | 155.2446 | 155.2446 | 159.9946 | 155.2446 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -187448 | -98653 | -223093 | -162530 | 726389 | -222962 |
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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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