Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1130483.2899 | 879609.1442 | 250874.1457 | 176385215.6165 | 171556612.5331 | 4828603.0833 |
Total P&L (%) | 1130.4833 | 879.6091 | 250.8741 | 176385.2156 | 171556.6125 | 4828.6031 |
Avg Daily Profit (%) | 0.452 | 0.3517 | 0.1003 | 0.2994 | 0.2982 | 0.156 |
Buy And Hold Return (%) | 882.7653 | 882.7653 | 882.7653 | 882.7653 | 882.7653 | 882.7653 |
Max Trade Drawdown | -54596 | -35045 | -50197 | -31246549 | -22892029 | -17770099 |
Profit Factor | 5.5669 | 9.5667 | 2.7318 | 3.2424 | 5.6312 | 1.116 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 61.5385 | 66.6667 | 56.4103 | 61.5385 | 66.6667 | 56.4103 |
Ratio Avg Win / Avg Loss | 3.4793 | 4.7833 | 2.111 | 2.0265 | 2.8156 | 0.8624 |
Largest Winning Trade | 325151 | 325151 | 48163 | 100992065 | 100992065 | 7392633 |
Largest Losing Trade | -50197 | -16738 | -50197 | -22892029 | -22892029 | -17770099 |
Avg Bars in Trades | 59 | 66 | 52 | 59 | 66 | 52 |
Avg Bars in Winners | 69 | 73 | 63 | 69 | 73 | 63 |
Avg Bars in Losers | 45 | 53 | 38 | 45 | 53 | 38 |
Bars Traded | 4666 | 2602 | 2064 | 4666 | 2602 | 2064 |
Profit Streak | 74.0087 | 79.0087 | 0 | 74.0087 | 79.0087 | 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 | -96518 | -145176 | -218773 | -21361 | 715472 | -87070 |
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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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