Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1100696.5743 | 873802.2117 | 226894.3626 | 10462036.8595 | -8803477.3778 | 19265514.2373 |
Total P&L (%) | 1100.6966 | 873.8022 | 226.8944 | 10462.0369 | -8803.4774 | 19265.5142 |
Avg Daily Profit (%) | 0.4609 | 0.3659 | 0.095 | 0.1953 | 0 | 0.2207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170365 | -78731 | -138649 | -123958040 | -71934319 | -86065044 |
Profit Factor | 2.4165 | 3.4464 | 1.5404 | 1.0434 | 0.9308 | 1.1692 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 53.0435 | 51.7241 | 54.386 | 53.0435 | 51.7241 | 54.386 |
Ratio Avg Win / Avg Loss | 2.1392 | 3.2167 | 1.2919 | 0.9237 | 0.8687 | 0.9806 |
Largest Winning Trade | 248648 | 248648 | 75307 | 40705143 | 21042072 | 40705143 |
Largest Losing Trade | -58139 | -38105 | -58139 | -43848341 | -35813596 | -43848341 |
Avg Bars in Trades | 120 | 81 | 159 | 120 | 81 | 159 |
Avg Bars in Winners | 149 | 86 | 210 | 149 | 86 | 210 |
Avg Bars in Losers | 86 | 76 | 97 | 86 | 76 | 97 |
Bars Traded | 13823 | 4755 | 9068 | 13823 | 4755 | 9068 |
Profit Streak | 0 | 0 | 46.2492 | 0 | 0 | 46.2492 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560564 | -163784 | -243514 | -165745 | -760609 | -206793 |
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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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