Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034975.7798 | 852623.2213 | 182352.5585 | 36452455.7055 | 48355972.469 | -11903516.7635 |
Total P&L (%) | 1034.9758 | 852.6232 | 182.3526 | 36452.4557 | 48355.9725 | -11903.5168 |
Avg Daily Profit (%) | 0.414 | 0.341 | 0.0729 | 0.2363 | 0.2476 | 0 |
Buy And Hold Return (%) | 794.8094 | 794.8094 | 794.8094 | 794.8094 | 794.8094 | 794.8094 |
Max Trade Drawdown | -79058 | -78737 | -65441 | -25854986 | -3029742 | -27561661 |
Profit Factor | 3.533 | 5.3504 | 1.8577 | 1.8907 | 8.3157 | 0.6531 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 60 | 59.5238 | 60.4651 | 60 | 59.5238 | 60.4651 |
Ratio Avg Win / Avg Loss | 2.3553 | 3.6383 | 1.2146 | 1.2605 | 5.6547 | 0.427 |
Largest Winning Trade | 201969 | 201969 | 67082 | 25811902 | 25811902 | 6078599 |
Largest Losing Trade | -62452 | -51258 | -62452 | -25854986 | -1779443 | -25854986 |
Avg Bars in Trades | 109 | 129 | 89 | 109 | 129 | 89 |
Avg Bars in Winners | 142 | 156 | 129 | 142 | 156 | 129 |
Avg Bars in Losers | 59 | 90 | 28 | 59 | 90 | 28 |
Bars Traded | 9293 | 5455 | 3838 | 9293 | 5455 | 3838 |
Profit Streak | 122.3507 | 122.3507 | 280.8507 | 122.3507 | 122.3507 | 280.8507 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52031 | -124009 | -256158 | 503253 | 677393 | -578021 |
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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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