Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414122.0374 | 1071220.718 | 342901.3194 | 927382120.2654 | 819203826.0945 | 108178294.1709 |
Total P&L (%) | 1414.122 | 1071.2207 | 342.9013 | 927382.1203 | 819203.8261 | 108178.2942 |
Avg Daily Profit (%) | 0.5655 | 0.4284 | 0.1371 | 0.366 | 0.361 | 0.2798 |
Buy And Hold Return (%) | 915.8815 | 915.8815 | 915.8815 | 915.8815 | 915.8815 | 915.8815 |
Max Trade Drawdown | -72367 | -45489 | -72367 | -17762125 | -5359097 | -12472374 |
Profit Factor | 8.6968 | 16.9895 | 3.9375 | 27.5591 | 65.4313 | 5.8722 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 10 | 6 | 4 | 10 | 6 | 4 |
Profitability (%) | 82.7586 | 79.3103 | 86.2069 | 82.7586 | 79.3103 | 86.2069 |
Ratio Avg Win / Avg Loss | 1.8118 | 4.4321 | 0.63 | 5.7415 | 17.069 | 0.9395 |
Largest Winning Trade | 369108 | 369108 | 58586 | 402185692 | 402185692 | 32344039 |
Largest Losing Trade | -72367 | -39077 | -72367 | -12472374 | -5289750 | -12472374 |
Avg Bars in Trades | 79 | 87 | 70 | 79 | 87 | 70 |
Avg Bars in Winners | 80 | 83 | 78 | 80 | 83 | 78 |
Avg Bars in Losers | 72 | 104 | 25 | 72 | 104 | 25 |
Bars Traded | 4600 | 2544 | 2056 | 4600 | 2544 | 2056 |
Profit Streak | 112.9652 | 112.9652 | 554.4652 | 112.9652 | 112.9652 | 554.4652 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164623 | -90185 | -165713 | -156399 | 800987 | 725955 |
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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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