Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1208914.5397 | 943954.5071 | 264960.0326 | 183972420.6396 | 175614092.831 | 8358327.8086 |
Total P&L (%) | 1208.9145 | 943.9545 | 264.96 | 183972.4206 | 175614.0928 | 8358.3278 |
Avg Daily Profit (%) | 0.4835 | 0.3775 | 0.106 | 0.3011 | 0.2993 | 0.1776 |
Buy And Hold Return (%) | 856.022 | 856.022 | 856.022 | 856.022 | 856.022 | 856.022 |
Max Trade Drawdown | -89963 | -22495 | -67467 | -51364271 | -5026532 | -46337738 |
Profit Factor | 7.2102 | 11.369 | 3.5568 | 3.6949 | 11.6591 | 1.1614 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 71.1864 | 68.9655 | 73.3333 | 71.1864 | 68.9655 | 73.3333 |
Ratio Avg Win / Avg Loss | 2.9184 | 5.1161 | 1.2934 | 1.4955 | 5.2466 | 0.4223 |
Largest Winning Trade | 373183 | 373183 | 43969 | 84848142 | 84848142 | 15177323 |
Largest Losing Trade | -67467 | -22495 | -67467 | -46337738 | -5026532 | -46337738 |
Avg Bars in Trades | 120 | 146 | 94 | 120 | 146 | 94 |
Avg Bars in Winners | 122 | 140 | 104 | 122 | 140 | 104 |
Avg Bars in Losers | 115 | 159 | 64 | 115 | 159 | 64 |
Bars Traded | 7083 | 4257 | 2826 | 7083 | 4257 | 2826 |
Profit Streak | 0 | 347.6657 | 0 | 0 | 347.6657 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195287 | -111969 | -208688 | -162124 | 762523 | -33850 |
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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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