Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1271029.3192 | 974661.2639 | 296368.0553 | 386293343.1297 | 291679626.4563 | 94613716.6734 |
Total P&L (%) | 1271.0293 | 974.6613 | 296.3681 | 386293.3431 | 291679.6265 | 94613.7167 |
Avg Daily Profit (%) | 0.5083 | 0.3898 | 0.1185 | 0.3309 | 0.3196 | 0.2745 |
Buy And Hold Return (%) | 768.2892 | 768.2892 | 768.2892 | 768.2892 | 768.2892 | 768.2892 |
Max Trade Drawdown | -60592 | -70186 | -48116 | -25862695 | -8175844 | -17686851 |
Profit Factor | 7.3135 | 11.4607 | 3.7405 | 12.007 | 24.9877 | 5.1251 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 14 | 7 | 7 | 14 | 7 | 7 |
Profitability (%) | 75.4386 | 75 | 75.8621 | 75.4386 | 75 | 75.8621 |
Ratio Avg Win / Avg Loss | 2.3811 | 3.8202 | 1.1901 | 3.9092 | 8.3292 | 1.6307 |
Largest Winning Trade | 374720 | 374720 | 46055 | 157481517 | 157481517 | 49336078 |
Largest Losing Trade | -48116 | -41850 | -48116 | -17686851 | -8175844 | -17686851 |
Avg Bars in Trades | 124 | 149 | 99 | 124 | 149 | 99 |
Avg Bars in Winners | 124 | 141 | 108 | 124 | 141 | 108 |
Avg Bars in Losers | 123 | 174 | 72 | 123 | 174 | 72 |
Bars Traded | 7077 | 4190 | 2887 | 7077 | 4190 | 2887 |
Profit Streak | 132.261 | 132.261 | 132.9277 | 132.261 | 132.261 | 132.9277 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164842 | -81267 | -190523 | -157166 | 12315 | 749458 |
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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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