Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1017615.3162 | 786798.6106 | 230816.7056 | 62504468.4443 | 140198330.8651 | -77693862.4208 |
Total P&L (%) | 1017.6153 | 786.7986 | 230.8167 | 62504.4684 | 140198.3309 | -77693.8624 |
Avg Daily Profit (%) | 0.407 | 0.3147 | 0.0923 | 0.2579 | 0.2902 | 0 |
Buy And Hold Return (%) | 870.7004 | 870.7004 | 870.7004 | 870.7004 | 870.7004 | 870.7004 |
Max Trade Drawdown | -85699 | -75242 | -77642 | -118667441 | -5337425 | -115976723 |
Profit Factor | 5.0494 | 7.7403 | 2.7152 | 1.4815 | 14.3392 | 0.3487 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 72.1311 | 66.6667 | 77.4194 | 72.1311 | 66.6667 | 77.4194 |
Ratio Avg Win / Avg Loss | 1.9509 | 3.8701 | 0.7919 | 0.5724 | 7.1696 | 0.1017 |
Largest Winning Trade | 191022 | 191022 | 44598 | 98045513 | 98045513 | 9029575 |
Largest Losing Trade | -77642 | -40171 | -77642 | -115976723 | -2690717 | -115976723 |
Avg Bars in Trades | 77 | 77 | 77 | 77 | 77 | 77 |
Avg Bars in Winners | 69 | 67 | 71 | 69 | 67 | 71 |
Avg Bars in Losers | 98 | 98 | 97 | 98 | 98 | 97 |
Bars Traded | 4732 | 2332 | 2400 | 4732 | 2332 | 2400 |
Profit Streak | 115.2216 | 115.2216 | 191.2216 | 115.2216 | 115.2216 | 191.2216 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -257424 | -145555 | -228615 | -153719 | 720492 | -576289 |
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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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