Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1380825.147 | 1066655.6039 | 314169.5431 | 622562508.9452 | 590176443.5182 | 32386065.427 |
Total P&L (%) | 1380.8251 | 1066.6556 | 314.1695 | 622562.5089 | 590176.4435 | 32386.0654 |
Avg Daily Profit (%) | 0.5523 | 0.4266 | 0.1257 | 0.35 | 0.3479 | 0.2316 |
Buy And Hold Return (%) | 976.3594 | 976.3594 | 976.3594 | 976.3594 | 976.3594 | 976.3594 |
Max Trade Drawdown | -52543 | -49011 | -39458 | -202838045 | -99254517 | -139344571 |
Profit Factor | 5.7333 | 7.9171 | 3.2846 | 2.6309 | 5.0765 | 1.1367 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 61.4458 | 56.0976 | 66.6667 | 61.4458 | 56.0976 | 66.6667 |
Ratio Avg Win / Avg Loss | 3.5974 | 6.196 | 1.6423 | 1.6508 | 3.9729 | 0.5683 |
Largest Winning Trade | 382699 | 382699 | 47091 | 402113846 | 402113846 | 112505449 |
Largest Losing Trade | -39458 | -31690 | -39458 | -122470187 | -85582726 | -122470187 |
Avg Bars in Trades | 116 | 134 | 100 | 116 | 134 | 100 |
Avg Bars in Winners | 136 | 152 | 123 | 136 | 152 | 123 |
Avg Bars in Losers | 85 | 110 | 53 | 85 | 110 | 53 |
Bars Traded | 9710 | 5496 | 4214 | 9710 | 5496 | 4214 |
Profit Streak | 153.6025 | 159.8525 | 153.6025 | 153.6025 | 159.8525 | 153.6025 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15649 | -116711 | -181597 | 583346 | 681993 | -60372 |
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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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