Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1309262.0601 | 999075.0678 | 310186.9923 | 537549885.7643 | 421803265.2648 | 115746620.4995 |
Total P&L (%) | 1309.2621 | 999.0751 | 310.187 | 537549.8858 | 421803.2653 | 115746.6205 |
Avg Daily Profit (%) | 0.5236 | 0.3996 | 0.1241 | 0.3441 | 0.3344 | 0.2826 |
Buy And Hold Return (%) | 698.3228 | 698.3228 | 698.3228 | 698.3228 | 698.3228 | 698.3228 |
Max Trade Drawdown | -48987 | -58861 | -38773 | -25827357 | -11351041 | -21277041 |
Profit Factor | 7.3641 | 9.3312 | 4.6149 | 12.2825 | 20.412 | 5.4663 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 75.4098 | 73.3333 | 77.4194 | 75.4098 | 73.3333 | 77.4194 |
Ratio Avg Win / Avg Loss | 2.4013 | 3.3932 | 1.346 | 4.0051 | 7.4225 | 1.5943 |
Largest Winning Trade | 314756 | 314756 | 48341 | 227523129 | 227523129 | 53364583 |
Largest Losing Trade | -41760 | -41760 | -22655 | -11351041 | -11351041 | -9575661 |
Avg Bars in Trades | 115 | 143 | 89 | 115 | 143 | 89 |
Avg Bars in Winners | 114 | 131 | 98 | 114 | 131 | 98 |
Avg Bars in Losers | 120 | 176 | 57 | 120 | 176 | 57 |
Bars Traded | 7073 | 4308 | 2765 | 7073 | 4308 | 2765 |
Profit Streak | 120.0479 | 120.0479 | 342.7145 | 120.0479 | 120.0479 | 342.7145 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149745 | -9975 | -181913 | -143556 | 765245 | 782581 |
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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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