Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187120.9692 | 925280.8187 | 261840.1505 | 214519151.1921 | 396413628.08 | -181894476.8879 |
Total P&L (%) | 1187.121 | 925.2808 | 261.8402 | 214519.1512 | 396413.6281 | -181894.4769 |
Avg Daily Profit (%) | 0.4747 | 0.37 | 0.1047 | 0.3072 | 0.3319 | 0 |
Buy And Hold Return (%) | 836.0334 | 836.0334 | 836.0334 | 836.0334 | 836.0334 | 836.0334 |
Max Trade Drawdown | -95143 | -85223 | -75630 | -271965920 | -19127671 | -264818979 |
Profit Factor | 5.2284 | 7.7456 | 2.8237 | 1.6451 | 9.8393 | 0.3677 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 67.1875 | 65.625 | 68.75 | 67.1875 | 65.625 | 68.75 |
Ratio Avg Win / Avg Loss | 2.5534 | 4.0572 | 1.2835 | 0.8034 | 5.1539 | 0.1671 |
Largest Winning Trade | 172822 | 172822 | 65681 | 244170073 | 244170073 | 18953004 |
Largest Losing Trade | -65205 | -44828 | -65205 | -251336684 | -17811525 | -251336684 |
Avg Bars in Trades | 107 | 117 | 97 | 107 | 117 | 97 |
Avg Bars in Winners | 110 | 104 | 115 | 110 | 104 | 115 |
Avg Bars in Losers | 102 | 142 | 57 | 102 | 142 | 57 |
Bars Traded | 6878 | 3765 | 3113 | 6878 | 3765 | 3113 |
Profit Streak | 117.6987 | 117.6987 | 190.032 | 117.6987 | 117.6987 | 190.032 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157093 | -111989 | -211707 | -131021 | 729016 | -577791 |
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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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