Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1061388.5461 | 899805.5323 | 161583.0138 | 30558609.124 | 70881267.3337 | -40322658.2097 |
Total P&L (%) | 1061.3885 | 899.8055 | 161.583 | 30558.6091 | 70881.2673 | -40322.6582 |
Avg Daily Profit (%) | 0.4245 | 0.3599 | 0.0646 | 0.2293 | 0.2629 | 0 |
Buy And Hold Return (%) | 819.0926 | 819.0926 | 819.0926 | 819.0926 | 819.0926 | 819.0926 |
Max Trade Drawdown | -111990 | -39696 | -82061 | -78281943 | -26836092 | -54518073 |
Profit Factor | 4.0151 | 6.8135 | 1.8192 | 1.3043 | 2.8786 | 0.357 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 62.3377 | 60.5263 | 64.1026 | 62.3377 | 60.5263 | 64.1026 |
Ratio Avg Win / Avg Loss | 2.4258 | 4.4436 | 1.0188 | 0.788 | 1.8774 | 0.1999 |
Largest Winning Trade | 364646 | 364646 | 51129 | 84371949 | 84371949 | 4140347 |
Largest Losing Trade | -35510 | -24189 | -35510 | -29110846 | -17771472 | -29110846 |
Avg Bars in Trades | 94 | 96 | 92 | 94 | 96 | 92 |
Avg Bars in Winners | 98 | 100 | 97 | 98 | 100 | 97 |
Avg Bars in Losers | 87 | 91 | 82 | 87 | 91 | 82 |
Bars Traded | 7282 | 3685 | 3597 | 7282 | 3685 | 3597 |
Profit Streak | 63.6051 | 78.2717 | 63.6051 | 63.6051 | 78.2717 | 63.6051 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100145 | -115253 | -267669 | -36696 | 576237 | -578370 |
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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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