Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1536966.8986 | 1331296.5907 | 205670.3078 | 29200463.9541 | 10879883.974 | 18320579.9801 |
Total P&L (%) | 1536.9669 | 1331.2966 | 205.6703 | 29200.464 | 10879.884 | 18320.58 |
Avg Daily Profit (%) | 0.817 | 0.7076 | 0.1093 | 0.3024 | 0.2501 | 0.2776 |
Buy And Hold Return (%) | 257.4672 | 257.4672 | 257.4672 | 257.4672 | 257.4672 | 257.4672 |
Max Trade Drawdown | -42305 | -40895 | -24519 | -16283335 | -8084370 | -8624371 |
Profit Factor | 7.4671 | 10.7003 | 3.0482 | 1.8027 | 1.5357 | 2.1402 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 44.9275 | 35.2941 | 54.2857 | 44.9275 | 35.2941 | 54.2857 |
Ratio Avg Win / Avg Loss | 9.1532 | 19.6172 | 2.5669 | 2.2097 | 2.8154 | 1.8023 |
Largest Winning Trade | 889672 | 889672 | 54022 | 12630246 | 11921481 | 12630246 |
Largest Losing Trade | -18132 | -18132 | -14449 | -7163092 | -7163092 | -4511825 |
Avg Bars in Trades | 159 | 142 | 176 | 159 | 142 | 176 |
Avg Bars in Winners | 257 | 236 | 271 | 257 | 236 | 271 |
Avg Bars in Losers | 79 | 90 | 63 | 79 | 90 | 63 |
Bars Traded | 11015 | 4833 | 6182 | 11015 | 4833 | 6182 |
Profit Streak | 7.7814 | 0 | 79.9481 | 7.7814 | 0 | 79.9481 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86551 | 502168 | -205489 | -95241 | 193124 | 514114 |
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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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