Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1126711.649 | 901886.4919 | 224825.1571 | 100638971.6722 | 111405095.7749 | -10766124.1027 |
Total P&L (%) | 1126.7116 | 901.8865 | 224.8252 | 100638.9717 | 111405.0958 | -10766.1241 |
Avg Daily Profit (%) | 0.4505 | 0.3606 | 0.0899 | 0.2769 | 0.2809 | 0 |
Buy And Hold Return (%) | 764.0188 | 764.0188 | 764.0188 | 764.0188 | 764.0188 | 764.0188 |
Max Trade Drawdown | -75129 | -35172 | -60555 | -46637548 | -31035934 | -28606404 |
Profit Factor | 5.2213 | 8.5709 | 2.5213 | 2.1717 | 3.4971 | 0.7392 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 60.6061 | 63.6364 | 57.5758 | 60.6061 | 63.6364 | 57.5758 |
Ratio Avg Win / Avg Loss | 3.3939 | 4.8977 | 1.8578 | 1.4116 | 1.9984 | 0.5447 |
Largest Winning Trade | 350296 | 350296 | 47800 | 79778532 | 79778532 | 5435657 |
Largest Losing Trade | -60555 | -22508 | -60555 | -19993748 | -16735353 | -19993748 |
Avg Bars in Trades | 73 | 79 | 67 | 73 | 79 | 67 |
Avg Bars in Winners | 88 | 88 | 88 | 88 | 88 | 88 |
Avg Bars in Losers | 50 | 63 | 40 | 50 | 63 | 40 |
Bars Traded | 4848 | 2610 | 2238 | 4848 | 2610 | 2238 |
Profit Streak | 163.5144 | 167.0144 | 163.5144 | 163.5144 | 167.0144 | 163.5144 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125694 | -88988 | -231995 | -114027 | 652643 | -578854 |
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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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