Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195989.2908 | 922111.7281 | 273877.5626 | 272758047.9763 | 243071156.6926 | 29686891.2837 |
Total P&L (%) | 1195.9893 | 922.1117 | 273.8776 | 272758.048 | 243071.1567 | 29686.8913 |
Avg Daily Profit (%) | 0.4783 | 0.3688 | 0.1095 | 0.3169 | 0.3123 | 0.2281 |
Buy And Hold Return (%) | 860.0977 | 860.0977 | 860.0977 | 860.0977 | 860.0977 | 860.0977 |
Max Trade Drawdown | -45262 | -38725 | -45262 | -35790120 | -15041141 | -25194422 |
Profit Factor | 5.5256 | 9.2997 | 2.7881 | 6.0003 | 11.4053 | 1.9519 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 70.3704 | 70 | 70.7317 | 70.3704 | 70 | 70.7317 |
Ratio Avg Win / Avg Loss | 2.3266 | 3.9856 | 1.1537 | 2.5265 | 4.888 | 0.8077 |
Largest Winning Trade | 339916 | 339916 | 46766 | 136103290 | 136103290 | 26829754 |
Largest Losing Trade | -45262 | -24264 | -45262 | -25194422 | -7983088 | -25194422 |
Avg Bars in Trades | 87 | 102 | 72 | 87 | 102 | 72 |
Avg Bars in Winners | 90 | 98 | 82 | 90 | 98 | 82 |
Avg Bars in Losers | 81 | 113 | 49 | 81 | 113 | 49 |
Bars Traded | 7090 | 4106 | 2984 | 7090 | 4106 | 2984 |
Profit Streak | 121.1563 | 121.1563 | 208.4896 | 121.1563 | 121.1563 | 208.4896 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37690 | -122151 | -204242 | 200084 | 745621 | 478443 |
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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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