Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1293805.9651 | 998587.9014 | 295218.0637 | 395590615.9679 | 520627654.3823 | -125037038.4144 |
Total P&L (%) | 1293.806 | 998.5879 | 295.2181 | 395590.616 | 520627.6544 | -125037.0384 |
Avg Daily Profit (%) | 0.5174 | 0.3993 | 0.1181 | 0.3318 | 0.3428 | 0 |
Buy And Hold Return (%) | 810.961 | 810.961 | 810.961 | 810.961 | 810.961 | 810.961 |
Max Trade Drawdown | -68203 | -49412 | -45529 | -336503460 | -113051996 | -251297901 |
Profit Factor | 5.5109 | 7.0544 | 3.4222 | 1.8555 | 4.1529 | 0.5794 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 64.4737 | 60.5263 | 68.4211 | 64.4737 | 60.5263 | 68.4211 |
Ratio Avg Win / Avg Loss | 3.0366 | 4.6007 | 1.5795 | 1.0224 | 2.7084 | 0.2674 |
Largest Winning Trade | 322979 | 322979 | 47632 | 441215048 | 441215048 | 52385025 |
Largest Losing Trade | -42836 | -39703 | -42836 | -247517054 | -92230185 | -247517054 |
Avg Bars in Trades | 95 | 103 | 87 | 95 | 103 | 87 |
Avg Bars in Winners | 103 | 104 | 103 | 103 | 104 | 103 |
Avg Bars in Losers | 79 | 101 | 51 | 79 | 101 | 51 |
Bars Traded | 7234 | 3921 | 3313 | 7234 | 3921 | 3313 |
Profit Streak | 154.7101 | 161.7101 | 154.7101 | 154.7101 | 161.7101 | 154.7101 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40907 | -73185 | -191266 | -38666 | 675912 | -577413 |
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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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