Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1345836.3393 | 1052376.1491 | 293460.1902 | 335060740.6702 | 274566577.3455 | 60494163.3248 |
Total P&L (%) | 1345.8363 | 1052.3761 | 293.4602 | 335060.7407 | 274566.5773 | 60494.1633 |
Avg Daily Profit (%) | 0.5382 | 0.4209 | 0.1174 | 0.3252 | 0.3172 | 0.2565 |
Buy And Hold Return (%) | 902.7737 | 902.7737 | 902.7737 | 902.7737 | 902.7737 | 902.7737 |
Max Trade Drawdown | -71703 | -42436 | -71703 | -14293456 | -9175884 | -6644147 |
Profit Factor | 6.1322 | 8.408 | 3.442 | 15.2556 | 23.82 | 6.2732 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 77.4194 | 74.1935 | 80.6452 | 77.4194 | 74.1935 | 80.6452 |
Ratio Avg Win / Avg Loss | 1.7886 | 2.9245 | 0.8261 | 4.4496 | 8.2852 | 1.5056 |
Largest Winning Trade | 363749 | 363749 | 65044 | 122379762 | 122379762 | 28709109 |
Largest Losing Trade | -71703 | -41696 | -71703 | -7406090 | -7406090 | -6644147 |
Avg Bars in Trades | 74 | 86 | 61 | 74 | 86 | 61 |
Avg Bars in Winners | 80 | 90 | 71 | 80 | 90 | 71 |
Avg Bars in Losers | 51 | 75 | 18 | 51 | 75 | 18 |
Bars Traded | 4590 | 2681 | 1909 | 4590 | 2681 | 1909 |
Profit Streak | 520.317 | 521.817 | 520.317 | 520.317 | 521.817 | 520.317 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147175 | -91319 | -193050 | -135905 | 792588 | 802673 |
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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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