Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1062639.3362 | 815436.6672 | 247202.669 | 149661615.7207 | 125324999.774 | 24336615.9466 |
Total P&L (%) | 1062.6393 | 815.4367 | 247.2027 | 149661.6157 | 125324.9998 | 24336.6159 |
Avg Daily Profit (%) | 0.4249 | 0.3261 | 0.0989 | 0.2928 | 0.2857 | 0.2201 |
Buy And Hold Return (%) | 820.3061 | 820.3061 | 820.3061 | 820.3061 | 820.3061 | 820.3061 |
Max Trade Drawdown | -96053 | -90795 | -42904 | -14261525 | -8830791 | -18063481 |
Profit Factor | 4.7105 | 6.4723 | 2.7995 | 3.9731 | 6.9284 | 1.8335 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 63.6364 | 63.1579 | 64.1026 | 63.6364 | 63.1579 | 64.1026 |
Ratio Avg Win / Avg Loss | 2.6917 | 3.7755 | 1.5677 | 2.2704 | 4.0416 | 1.0268 |
Largest Winning Trade | 150570 | 150570 | 63424 | 49688870 | 49688870 | 25230491 |
Largest Losing Trade | -42904 | -40080 | -42904 | -12116071 | -7256285 | -12116071 |
Avg Bars in Trades | 91 | 104 | 78 | 91 | 104 | 78 |
Avg Bars in Winners | 108 | 112 | 105 | 108 | 112 | 105 |
Avg Bars in Losers | 60 | 90 | 30 | 60 | 90 | 30 |
Bars Traded | 7019 | 3958 | 3061 | 7019 | 3958 | 3061 |
Profit Streak | 195.049 | 196.7156 | 195.049 | 195.049 | 196.7156 | 195.049 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99173 | -145439 | -218610 | -26973 | 719749 | 482455 |
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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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