Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1185331.0233 | 947242.1101 | 238088.9132 | 104673465.6716 | 81770756.7264 | 22902708.9452 |
Total P&L (%) | 1185.331 | 947.2421 | 238.0889 | 104673.4657 | 81770.7567 | 22902.7089 |
Avg Daily Profit (%) | 0.4741 | 0.3788 | 0.0952 | 0.2785 | 0.2686 | 0.2177 |
Buy And Hold Return (%) | 819.2606 | 819.2606 | 819.2606 | 819.2606 | 819.2606 | 819.2606 |
Max Trade Drawdown | -126898 | -99264 | -31256 | -5820507 | -5031700 | -2051675 |
Profit Factor | 4.2947 | 5.2223 | 2.7581 | 7.0805 | 7.2134 | 6.6491 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 55.7895 | 53.1915 | 58.3333 | 55.7895 | 53.1915 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.4034 | 4.5956 | 1.9701 | 5.6109 | 6.3478 | 4.7493 |
Largest Winning Trade | 391190 | 391190 | 63864 | 47284145 | 47284145 | 10349778 |
Largest Losing Trade | -52425 | -52425 | -24546 | -2600981 | -2600981 | -1004220 |
Avg Bars in Trades | 72 | 90 | 53 | 72 | 90 | 53 |
Avg Bars in Winners | 88 | 115 | 65 | 88 | 115 | 65 |
Avg Bars in Losers | 50 | 62 | 37 | 50 | 62 | 37 |
Bars Traded | 6846 | 4269 | 2578 | 6846 | 4269 | 2578 |
Profit Streak | 122.2756 | 122.2756 | 344.2756 | 122.2756 | 122.2756 | 344.2756 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6750 | -98592 | -223824 | 705331 | 655666 | 693008 |
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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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