Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240611.1238 | 941709.9672 | 298901.1567 | 65331519.0094 | 55516045.9875 | 9815473.0219 |
Total P&L (%) | 1240.6111 | 941.71 | 298.9012 | 65331.519 | 55516.046 | 9815.473 |
Avg Daily Profit (%) | 0.496 | 0.3765 | 0.1195 | 0.2596 | 0.2531 | 0.184 |
Buy And Hold Return (%) | 898.9043 | 898.9043 | 898.9043 | 898.9043 | 898.9043 | 898.9043 |
Max Trade Drawdown | -95720 | -21863 | -95720 | -3458601 | -1055456 | -3458601 |
Profit Factor | 8.5312 | 16.9436 | 3.8288 | 14.3024 | 42.512 | 3.7464 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 11 | 8 | 3 | 11 | 8 | 3 |
Profitability (%) | 81.0345 | 72.4138 | 89.6552 | 81.0345 | 72.4138 | 89.6552 |
Ratio Avg Win / Avg Loss | 1.9967 | 6.4547 | 0.4418 | 3.3474 | 16.195 | 0.4323 |
Largest Winning Trade | 369108 | 369108 | 42103 | 26409023 | 26409023 | 6055385 |
Largest Losing Trade | -95720 | -15279 | -95720 | -3458601 | -1055456 | -3458601 |
Avg Bars in Trades | 79 | 94 | 64 | 79 | 94 | 64 |
Avg Bars in Winners | 79 | 100 | 61 | 79 | 100 | 61 |
Avg Bars in Losers | 78 | 76 | 85 | 78 | 76 | 85 |
Bars Traded | 4590 | 2727 | 1863 | 4590 | 2727 | 1863 |
Profit Streak | 319.7123 | 434.7123 | 319.7123 | 319.7123 | 434.7123 | 319.7123 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -202540 | -128680 | -189336 | -157048 | 764167 | 638551 |
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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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