Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110518.8625 | 852678.7114 | 257840.1511 | 142667486.796 | 180401596.3672 | -37734109.5712 |
Total P&L (%) | 1110.5189 | 852.6787 | 257.8402 | 142667.4868 | 180401.5964 | -37734.1096 |
Avg Daily Profit (%) | 0.4441 | 0.341 | 0.1031 | 0.2909 | 0.3003 | 0 |
Buy And Hold Return (%) | 856.6021 | 856.6021 | 856.6021 | 856.6021 | 856.6021 | 856.6021 |
Max Trade Drawdown | -72594 | -68186 | -77335 | -78773875 | -4515759 | -78773875 |
Profit Factor | 5.2023 | 9.3181 | 2.594 | 2.4598 | 20.5574 | 0.5737 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 76.6234 | 76.3158 | 76.9231 | 76.6234 | 76.3158 | 76.9231 |
Ratio Avg Win / Avg Loss | 1.5871 | 2.8918 | 0.7782 | 0.7504 | 6.3799 | 0.1721 |
Largest Winning Trade | 171915 | 171915 | 58246 | 99691646 | 99691646 | 14860948 |
Largest Losing Trade | -66218 | -42799 | -66218 | -78773875 | -4050995 | -78773875 |
Avg Bars in Trades | 91 | 132 | 51 | 91 | 132 | 51 |
Avg Bars in Winners | 83 | 117 | 50 | 83 | 117 | 50 |
Avg Bars in Losers | 117 | 179 | 54 | 117 | 179 | 54 |
Bars Traded | 7030 | 5016 | 2013 | 7030 | 5016 | 2013 |
Profit Streak | 198.5661 | 532.5661 | 198.5661 | 198.5661 | 532.5661 | 198.5661 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97061 | -143212 | -214816 | -30847 | 799824 | -576675 |
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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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