Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111517.1968 | 856068.8202 | 255448.3766 | 143470611.711 | 107405626.8307 | 36064984.8803 |
Total P&L (%) | 1111.5172 | 856.0688 | 255.4484 | 143470.6117 | 107405.6268 | 36064.9849 |
Avg Daily Profit (%) | 0.4445 | 0.3424 | 0.1022 | 0.2912 | 0.2796 | 0.2359 |
Buy And Hold Return (%) | 839.2583 | 839.2583 | 839.2583 | 839.2583 | 839.2583 | 839.2583 |
Max Trade Drawdown | -99551 | -88674 | -31617 | -11048049 | -8415708 | -5129469 |
Profit Factor | 4.1583 | 4.8225 | 2.996 | 5.7636 | 7.5819 | 3.6135 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 58.2418 | 57.7778 | 58.6957 | 58.2418 | 57.7778 | 58.6957 |
Ratio Avg Win / Avg Loss | 2.9814 | 3.5241 | 2.1083 | 4.1324 | 5.5406 | 2.5428 |
Largest Winning Trade | 205729 | 205729 | 61182 | 32004351 | 32004351 | 22345700 |
Largest Losing Trade | -52375 | -52375 | -31617 | -3702907 | -2389951 | -3702907 |
Avg Bars in Trades | 75 | 92 | 58 | 75 | 92 | 58 |
Avg Bars in Winners | 94 | 115 | 74 | 94 | 115 | 74 |
Avg Bars in Losers | 48 | 62 | 35 | 48 | 62 | 35 |
Bars Traded | 6853 | 4176 | 2677 | 6853 | 4176 | 2677 |
Profit Streak | 71.1089 | 353.4423 | 71.1089 | 71.1089 | 353.4423 | 71.1089 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45267 | -140169 | -214881 | 700221 | 709300 | 607731 |
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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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