Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1721851.107 | 1483380.3858 | 238470.7212 | 52878156.5954 | 9187526.3049 | 43690630.2905 |
Total P&L (%) | 1721.8511 | 1483.3804 | 238.4707 | 52878.1566 | 9187.5263 | 43690.6303 |
Avg Daily Profit (%) | 0.7574 | 0.6525 | 0.1049 | 0.2763 | 0.1995 | 0.2679 |
Buy And Hold Return (%) | 187.9552 | 187.9552 | 187.9552 | 187.9552 | 187.9552 | 187.9552 |
Max Trade Drawdown | -120844 | -94877 | -46723 | -150617498 | -115866718 | -51138208 |
Profit Factor | 4.6843 | 5.2314 | 3.0419 | 1.1519 | 1.0346 | 1.53 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 61.9048 | 59.5238 | 64.2857 | 61.9048 | 59.5238 | 64.2857 |
Ratio Avg Win / Avg Loss | 2.8826 | 3.5574 | 1.6899 | 0.7088 | 0.7035 | 0.85 |
Largest Winning Trade | 961898 | 961898 | 60743 | 48913393 | 48913393 | 28204649 |
Largest Losing Trade | -38591 | -38591 | -34732 | -60841118 | -60841118 | -44205713 |
Avg Bars in Trades | 79 | 133 | 25 | 79 | 133 | 25 |
Avg Bars in Winners | 83 | 142 | 28 | 83 | 142 | 28 |
Avg Bars in Losers | 74 | 120 | 21 | 74 | 120 | 21 |
Bars Traded | 6705 | 5619 | 1086 | 6705 | 5619 | 1086 |
Profit Streak | 2.8622 | 0 | 174.8622 | 2.8622 | 0 | 174.8622 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 760796 | 761324 | -126150 | -45668 | -174849 | 416995 |
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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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