Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1201989.8788 | 914454.5842 | 287535.2946 | 345123297.5402 | 326469466.4724 | 18653831.0678 |
Total P&L (%) | 1201.9899 | 914.4546 | 287.5353 | 345123.2975 | 326469.4665 | 18653.8311 |
Avg Daily Profit (%) | 0.4807 | 0.3657 | 0.115 | 0.3263 | 0.3241 | 0.2095 |
Buy And Hold Return (%) | 857.4861 | 857.4861 | 857.4861 | 857.4861 | 857.4861 | 857.4861 |
Max Trade Drawdown | -53933 | -19676 | -50911 | -32954619 | -30502664 | -28731540 |
Profit Factor | 7.0232 | 10.7202 | 3.7259 | 4.315 | 7.0937 | 1.3691 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 60.7143 | 57.1429 | 64.2857 | 60.7143 | 57.1429 | 64.2857 |
Ratio Avg Win / Avg Loss | 4.5444 | 8.0401 | 2.07 | 2.7921 | 5.3203 | 0.7606 |
Largest Winning Trade | 319635 | 319635 | 49679 | 186907029 | 186907029 | 12482570 |
Largest Losing Trade | -50911 | -13641 | -50911 | -30502664 | -30502664 | -28731540 |
Avg Bars in Trades | 54 | 61 | 47 | 54 | 61 | 47 |
Avg Bars in Winners | 65 | 82 | 50 | 65 | 82 | 50 |
Avg Bars in Losers | 36 | 32 | 42 | 36 | 32 | 42 |
Bars Traded | 4583 | 2575 | 2008 | 4583 | 2575 | 2008 |
Profit Streak | 69.7321 | 73.7321 | 0 | 69.7321 | 73.7321 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19371 | -125599 | -196506 | 678946 | 689541 | 318748 |
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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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