Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062908.5462 | 849999.3481 | 212909.1981 | 48210739.725 | 75484462.147 | -27273722.422 |
Total P&L (%) | 1062.9085 | 849.9993 | 212.9092 | 48210.7397 | 75484.4621 | -27273.7224 |
Avg Daily Profit (%) | 0.4251 | 0.34 | 0.0852 | 0.2475 | 0.2654 | 0 |
Buy And Hold Return (%) | 869.2908 | 869.2908 | 869.2908 | 869.2908 | 869.2908 | 869.2908 |
Max Trade Drawdown | -84979 | -81010 | -72789 | -44116373 | -4991228 | -44808858 |
Profit Factor | 4.266 | 7.622 | 2.0803 | 1.7293 | 8.3715 | 0.5118 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 70.4918 | 70 | 70.9677 | 70.4918 | 70 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.7858 | 3.2666 | 0.851 | 0.7239 | 3.5878 | 0.2094 |
Largest Winning Trade | 174038 | 174038 | 65681 | 42403938 | 42403938 | 5340119 |
Largest Losing Trade | -72789 | -47126 | -72789 | -43536797 | -4259440 | -43536797 |
Avg Bars in Trades | 115 | 124 | 107 | 115 | 124 | 107 |
Avg Bars in Winners | 113 | 102 | 124 | 113 | 102 | 124 |
Avg Bars in Losers | 119 | 174 | 64 | 119 | 174 | 64 |
Bars Traded | 7053 | 3736 | 3317 | 7053 | 3736 | 3317 |
Profit Streak | 130.2077 | 130.2077 | 202.2077 | 130.2077 | 130.2077 | 202.2077 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -241257 | -144902 | -240216 | -153048 | 728570 | -577123 |
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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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