Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1224443.0633 | 971488.9509 | 252954.1123 | 116153127.6714 | 114279652.4574 | 1873475.2141 |
Total P&L (%) | 1224.4431 | 971.489 | 252.9541 | 116153.1277 | 114279.6525 | 1873.4752 |
Avg Daily Profit (%) | 0.4898 | 0.3886 | 0.1012 | 0.2827 | 0.2821 | 0.1194 |
Buy And Hold Return (%) | 822.2022 | 822.2022 | 822.2022 | 822.2022 | 822.2022 | 822.2022 |
Max Trade Drawdown | -101609 | -23281 | -83536 | -49159394 | -9731629 | -46882948 |
Profit Factor | 5.1753 | 9.0567 | 2.4649 | 2.4276 | 5.777 | 1.0326 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 63.9535 | 62.7907 | 65.1163 | 63.9535 | 62.7907 | 65.1163 |
Ratio Avg Win / Avg Loss | 2.917 | 5.3669 | 1.3205 | 1.3683 | 3.4234 | 0.5532 |
Largest Winning Trade | 365211 | 365211 | 38806 | 52274487 | 52274487 | 10983423 |
Largest Losing Trade | -74032 | -21333 | -74032 | -41044662 | -7093877 | -41044662 |
Avg Bars in Trades | 53 | 63 | 43 | 53 | 63 | 43 |
Avg Bars in Winners | 61 | 68 | 54 | 61 | 68 | 54 |
Avg Bars in Losers | 39 | 55 | 22 | 39 | 55 | 22 |
Bars Traded | 4586 | 2724 | 1862 | 4586 | 2724 | 1862 |
Profit Streak | 145.4324 | 151.4324 | 145.4324 | 145.4324 | 151.4324 | 145.4324 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307113 | -88439 | -217505 | 573369 | 711946 | -221999 |
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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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