Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1077954.4049 | 848422.7471 | 229531.6578 | 109783460.5026 | 152166078.8508 | -42382618.3482 |
Total P&L (%) | 1077.9544 | 848.4227 | 229.5317 | 109783.4605 | 152166.0789 | -42382.6183 |
Avg Daily Profit (%) | 0.4311 | 0.3393 | 0.0918 | 0.2804 | 0.2935 | 0 |
Buy And Hold Return (%) | 985.0683 | 985.0683 | 985.0683 | 985.0683 | 985.0683 | 985.0683 |
Max Trade Drawdown | -87916 | -82174 | -80395 | -89860562 | -4692439 | -88448184 |
Profit Factor | 4.2596 | 7.7351 | 2.1212 | 2.0554 | 23.0654 | 0.5636 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 74.2857 | 77.1429 | 71.4286 | 74.2857 | 77.1429 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.4745 | 2.2919 | 0.8485 | 0.7115 | 6.8342 | 0.2254 |
Largest Winning Trade | 177603 | 177603 | 65577 | 78128530 | 78128530 | 14400984 |
Largest Losing Trade | -62452 | -45657 | -62452 | -79782096 | -2199269 | -79782096 |
Avg Bars in Trades | 67 | 73 | 61 | 67 | 73 | 61 |
Avg Bars in Winners | 76 | 72 | 80 | 76 | 72 | 80 |
Avg Bars in Losers | 42 | 76 | 14 | 42 | 76 | 14 |
Bars Traded | 4725 | 2577 | 2148 | 4725 | 2577 | 2148 |
Profit Streak | 288.3371 | 288.3371 | 289.8371 | 288.3371 | 288.3371 | 289.8371 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -214226 | -143163 | -230819 | -84084 | 800005 | -576661 |
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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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