Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161473.799 | 930904.125 | 230569.6739 | 78652247.6827 | 70364248.6618 | 8287999.0209 |
Total P&L (%) | 1161.4738 | 930.9041 | 230.5697 | 78652.2477 | 70364.2487 | 8287.999 |
Avg Daily Profit (%) | 0.4645 | 0.3723 | 0.0922 | 0.2671 | 0.2626 | 0.1773 |
Buy And Hold Return (%) | 825.7523 | 825.7523 | 825.7523 | 825.7523 | 825.7523 | 825.7523 |
Max Trade Drawdown | -83549 | -80111 | -68410 | -2156878 | -2028001 | -2079710 |
Profit Factor | 5.1579 | 8.3968 | 2.5022 | 11.3771 | 17.8944 | 3.4273 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 66.129 | 61.2903 | 70.9677 | 66.129 | 61.2903 | 70.9677 |
Ratio Avg Win / Avg Loss | 2.6418 | 5.3032 | 1.0236 | 5.8273 | 11.3017 | 1.4021 |
Largest Winning Trade | 373485 | 373485 | 63864 | 41724469 | 41724469 | 2664572 |
Largest Losing Trade | -68410 | -44296 | -68410 | -2079710 | -958361 | -2079710 |
Avg Bars in Trades | 108 | 127 | 89 | 108 | 127 | 89 |
Avg Bars in Winners | 123 | 137 | 111 | 123 | 137 | 111 |
Avg Bars in Losers | 79 | 111 | 37 | 79 | 111 | 37 |
Bars Traded | 6732 | 3949 | 2783 | 6732 | 3949 | 2783 |
Profit Streak | 120.5487 | 120.5487 | 446.2153 | 120.5487 | 120.5487 | 446.2153 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176532 | -106133 | -227954 | -138311 | 687232 | 622929 |
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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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