Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021104.0307 | 778390.9646 | 242713.0661 | 84411901.4222 | 117653979.7219 | -33242078.2997 |
Total P&L (%) | 1021.104 | 778.391 | 242.7131 | 84411.9014 | 117653.9797 | -33242.0783 |
Avg Daily Profit (%) | 0.4084 | 0.3113 | 0.0971 | 0.2699 | 0.2832 | 0 |
Buy And Hold Return (%) | 833.7818 | 833.7818 | 833.7818 | 833.7818 | 833.7818 | 833.7818 |
Max Trade Drawdown | -60423 | -56536 | -60423 | -67311239 | -4252611 | -67311239 |
Profit Factor | 5.0958 | 7.7454 | 2.8125 | 2.0128 | 13.3907 | 0.5499 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 17 | 9 | 8 | 17 | 9 | 8 |
Profitability (%) | 79.0123 | 77.5 | 80.4878 | 79.0123 | 77.5 | 80.4878 |
Ratio Avg Win / Avg Loss | 1.3536 | 2.2487 | 0.6818 | 0.5346 | 3.8876 | 0.1333 |
Largest Winning Trade | 183537 | 183537 | 58489 | 69442337 | 69442337 | 8829560 |
Largest Losing Trade | -60423 | -56536 | -60423 | -67311239 | -4252611 | -67311239 |
Avg Bars in Trades | 56 | 91 | 22 | 56 | 91 | 22 |
Avg Bars in Winners | 51 | 78 | 25 | 51 | 78 | 25 |
Avg Bars in Losers | 76 | 135 | 9 | 76 | 135 | 9 |
Bars Traded | 4577 | 3666 | 911 | 4577 | 3666 | 911 |
Profit Streak | 208.8846 | 208.8846 | 280.8846 | 208.8846 | 208.8846 | 280.8846 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90188 | -144075 | -220973 | -1197 | 772633 | -575179 |
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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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