Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332850.5134 | 998522.4786 | 334328.0348 | 887233366.8629 | 860392243.6637 | 26841123.1992 |
Total P&L (%) | 1332.8505 | 998.5225 | 334.328 | 887233.3669 | 860392.2437 | 26841.1232 |
Avg Daily Profit (%) | 0.5331 | 0.3994 | 0.1337 | 0.3643 | 0.3631 | 0.2241 |
Buy And Hold Return (%) | 716.922 | 716.922 | 716.922 | 716.922 | 716.922 | 716.922 |
Max Trade Drawdown | -40904 | -49084 | -38054 | -250690707 | -21406290 | -242367306 |
Profit Factor | 8.6607 | 10.4258 | 5.913 | 3.7617 | 13.3065 | 1.1068 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 72.3077 | 68.75 | 75.7576 | 72.3077 | 68.75 | 75.7576 |
Ratio Avg Win / Avg Loss | 3.3169 | 4.739 | 1.8921 | 1.4407 | 6.0484 | 0.3542 |
Largest Winning Trade | 341718 | 341718 | 43342 | 517396406 | 517396406 | 112547374 |
Largest Losing Trade | -40904 | -40904 | -35792 | -239385850 | -21406290 | -239385850 |
Avg Bars in Trades | 149 | 166 | 132 | 149 | 166 | 132 |
Avg Bars in Winners | 151 | 153 | 150 | 151 | 153 | 150 |
Avg Bars in Losers | 143 | 195 | 77 | 143 | 195 | 77 |
Bars Traded | 9707 | 5327 | 4380 | 9707 | 5327 | 4380 |
Profit Streak | 237.2005 | 237.2005 | 241.7005 | 237.2005 | 237.2005 | 241.7005 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -120120 | -21935 | -167143 | -116488 | 767894 | -91813 |
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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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