Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105908.6092 | 858016.7719 | 247891.8373 | 168609801.2039 | 150120608.427 | 18489192.7769 |
Total P&L (%) | 1105.9086 | 858.0168 | 247.8918 | 168609.8012 | 150120.6084 | 18489.1928 |
Avg Daily Profit (%) | 0.4423 | 0.3431 | 0.0991 | 0.2976 | 0.293 | 0.2092 |
Buy And Hold Return (%) | 881.028 | 881.028 | 881.028 | 881.028 | 881.028 | 881.028 |
Max Trade Drawdown | -85062 | -81542 | -67162 | -10263601 | -2619220 | -10263601 |
Profit Factor | 5.0803 | 7.2865 | 2.8424 | 8.6737 | 28.3159 | 2.1221 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 75.7576 | 75.7576 | 75.7576 | 75.7576 | 75.7576 | 75.7576 |
Ratio Avg Win / Avg Loss | 1.6257 | 2.3317 | 0.9096 | 2.7756 | 9.0611 | 0.6791 |
Largest Winning Trade | 187004 | 187004 | 58742 | 66249954 | 66249954 | 13540734 |
Largest Losing Trade | -67162 | -43200 | -67162 | -10263601 | -1228425 | -10263601 |
Avg Bars in Trades | 69 | 79 | 58 | 69 | 79 | 58 |
Avg Bars in Winners | 74 | 75 | 72 | 74 | 75 | 72 |
Avg Bars in Losers | 53 | 91 | 15 | 53 | 91 | 15 |
Bars Traded | 4560 | 2620 | 1940 | 4560 | 2620 | 1940 |
Profit Streak | 285.118 | 445.618 | 285.118 | 285.118 | 445.618 | 285.118 |
Trades During Streak | 5 | 5 | 2 | 5 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -192173 | -143299 | -219470 | -106368 | 793767 | 491654 |
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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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