Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1026396.8783 | 805244.9364 | 221151.9419 | 78151071.5902 | 119709174.4965 | -41558102.9063 |
Total P&L (%) | 1026.3969 | 805.2449 | 221.1519 | 78151.0716 | 119709.1745 | -41558.1029 |
Avg Daily Profit (%) | 0.4105 | 0.322 | 0.0884 | 0.2668 | 0.2839 | 0 |
Buy And Hold Return (%) | 901.7475 | 901.7475 | 901.7475 | 901.7475 | 901.7475 | 901.7475 |
Max Trade Drawdown | -67800 | -53911 | -66688 | -77695203 | -6158129 | -77266100 |
Profit Factor | 5.5463 | 9.4728 | 2.6917 | 1.8581 | 12.4051 | 0.4843 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 70.6897 | 72.4138 | 68.9655 | 70.6897 | 72.4138 | 68.9655 |
Ratio Avg Win / Avg Loss | 2.2997 | 3.6087 | 1.2113 | 0.7704 | 4.7257 | 0.2179 |
Largest Winning Trade | 205409 | 205409 | 47527 | 75122033 | 75122033 | 11421572 |
Largest Losing Trade | -66688 | -37962 | -66688 | -77266100 | -4295721 | -77266100 |
Avg Bars in Trades | 82 | 83 | 80 | 82 | 83 | 80 |
Avg Bars in Winners | 79 | 86 | 72 | 79 | 86 | 72 |
Avg Bars in Losers | 88 | 76 | 99 | 88 | 76 | 99 |
Bars Traded | 4760 | 2426 | 2334 | 4760 | 2426 | 2334 |
Profit Streak | 115.3632 | 115.3632 | 191.8632 | 115.3632 | 115.3632 | 191.8632 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -280205 | -144754 | -233258 | -166108 | 745091 | -577400 |
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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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