Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1212811.1095 | 968699.7194 | 244111.3902 | 145874215.8012 | 152084003.3554 | -6209787.5541 |
Total P&L (%) | 1212.8111 | 968.6997 | 244.1114 | 145874.2158 | 152084.0034 | -6209.7876 |
Avg Daily Profit (%) | 0.485 | 0.3874 | 0.0976 | 0.2918 | 0.2935 | 0 |
Buy And Hold Return (%) | 798.5255 | 798.5255 | 798.5255 | 798.5255 | 798.5255 | 798.5255 |
Max Trade Drawdown | -70053 | -60848 | -57218 | -62709649 | -35609688 | -27099960 |
Profit Factor | 5.5596 | 8.2707 | 2.8388 | 2.2979 | 3.7059 | 0.8895 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 67.7419 | 70.9677 | 64.5161 | 67.7419 | 70.9677 | 64.5161 |
Ratio Avg Win / Avg Loss | 2.6474 | 3.3835 | 1.5613 | 1.0942 | 1.5161 | 0.4892 |
Largest Winning Trade | 365026 | 365026 | 48075 | 111294199 | 111294199 | 13964867 |
Largest Losing Trade | -57218 | -43547 | -57218 | -35609688 | -35609688 | -27099960 |
Avg Bars in Trades | 73 | 82 | 65 | 73 | 82 | 65 |
Avg Bars in Winners | 80 | 80 | 81 | 80 | 80 | 81 |
Avg Bars in Losers | 59 | 87 | 37 | 59 | 87 | 37 |
Bars Traded | 4587 | 2549 | 2037 | 4587 | 2549 | 2037 |
Profit Streak | 152.2316 | 157.7316 | 152.2316 | 152.2316 | 157.7316 | 152.2316 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146265 | -77666 | -220581 | -142761 | 695718 | -578361 |
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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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