Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1562764.3438 | 1424883.3423 | 137881.0015 | 19462806.7205 | 24265387.8312 | -4802581.1106 |
Total P&L (%) | 1562.7643 | 1424.8833 | 137.881 | 19462.8067 | 24265.3878 | -4802.5811 |
Avg Daily Profit (%) | 0.7145 | 0.6514 | 0.063 | 0.2415 | 0.2516 | 0 |
Buy And Hold Return (%) | 607.8815 | 607.8815 | 607.8815 | 607.8815 | 607.8815 | 607.8815 |
Max Trade Drawdown | -95473 | -68824 | -98488 | -24045186 | -16054949 | -11795190 |
Profit Factor | 4.1761 | 6.5868 | 1.5818 | 1.5135 | 2.0877 | 0.692 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 45.2055 | 38.8889 | 51.3514 | 45.2055 | 38.8889 | 51.3514 |
Ratio Avg Win / Avg Loss | 5.0619 | 10.3507 | 1.4985 | 1.8345 | 3.2807 | 0.6556 |
Largest Winning Trade | 593996 | 593996 | 65745 | 29071769 | 29071769 | 4190772 |
Largest Losing Trade | -58134 | -34851 | -58134 | -8838860 | -8838860 | -3975340 |
Avg Bars in Trades | 176 | 162 | 190 | 176 | 162 | 190 |
Avg Bars in Winners | 256 | 243 | 266 | 256 | 243 | 266 |
Avg Bars in Losers | 110 | 110 | 110 | 110 | 110 | 110 |
Bars Traded | 12905 | 5843 | 7062 | 12905 | 5843 | 7062 |
Profit Streak | 80.3319 | 119.9985 | 80.3319 | 80.3319 | 119.9985 | 80.3319 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -61046 | 434542 | -271991 | -66287 | 312828 | -580039 |
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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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