Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1041714.8535 | 843627.4322 | 198087.4213 | 48219998.2521 | 41756193.8253 | 6463804.4268 |
Total P&L (%) | 1041.7149 | 843.6274 | 198.0874 | 48219.9983 | 41756.1938 | 6463.8044 |
Avg Daily Profit (%) | 0.4166 | 0.3374 | 0.0792 | 0.2475 | 0.2417 | 0.1675 |
Buy And Hold Return (%) | 832.3795 | 832.3795 | 832.3795 | 832.3795 | 832.3795 | 832.3795 |
Max Trade Drawdown | -79749 | -68543 | -55385 | -8030998 | -3687299 | -5123527 |
Profit Factor | 4.4686 | 6.479 | 2.3535 | 3.8231 | 6.0605 | 1.7321 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 61.7647 | 61.7647 | 61.7647 | 61.7647 | 61.7647 | 61.7647 |
Ratio Avg Win / Avg Loss | 2.7663 | 4.0108 | 1.4569 | 2.3667 | 3.7517 | 1.0723 |
Largest Winning Trade | 369325 | 369325 | 59458 | 21516696 | 21516696 | 4293271 |
Largest Losing Trade | -45524 | -23308 | -45524 | -2511806 | -1472298 | -2511806 |
Avg Bars in Trades | 99 | 124 | 73 | 99 | 124 | 73 |
Avg Bars in Winners | 121 | 146 | 97 | 121 | 146 | 97 |
Avg Bars in Losers | 62 | 89 | 34 | 62 | 89 | 34 |
Bars Traded | 6736 | 4238 | 2498 | 6736 | 4238 | 2498 |
Profit Streak | 405.5393 | 405.5393 | 406.5393 | 405.5393 | 405.5393 | 406.5393 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180820 | -140985 | -246731 | -95202 | 711740 | 460071 |
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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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