Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1589811.9652 | 1423153.7929 | 166658.1724 | 24303440.5175 | 22026746.1794 | 2276694.3381 |
Total P&L (%) | 1589.812 | 1423.1538 | 166.6582 | 24303.4405 | 22026.7462 | 2276.6943 |
Avg Daily Profit (%) | 0.7255 | 0.6494 | 0.0761 | 0.2512 | 0.2467 | 0.1447 |
Buy And Hold Return (%) | 523.0112 | 523.0112 | 523.0112 | 523.0112 | 523.0112 | 523.0112 |
Max Trade Drawdown | -87889 | -56390 | -76689 | -14043282 | -11437086 | -8398493 |
Profit Factor | 4.828 | 7.6046 | 1.834 | 1.7948 | 2.3172 | 1.1643 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 51.5152 | 42.4242 | 60.6061 | 51.5152 | 42.4242 | 60.6061 |
Ratio Avg Win / Avg Loss | 4.544 | 10.3205 | 1.1921 | 1.6893 | 3.1447 | 0.7568 |
Largest Winning Trade | 703297 | 703297 | 65166 | 23172599 | 23172599 | 3542206 |
Largest Losing Trade | -53607 | -31269 | -53607 | -5792296 | -5056951 | -5792296 |
Avg Bars in Trades | 97 | 86 | 107 | 97 | 86 | 107 |
Avg Bars in Winners | 131 | 130 | 133 | 131 | 130 | 133 |
Avg Bars in Losers | 60 | 54 | 68 | 60 | 54 | 68 |
Bars Traded | 6417 | 2866 | 3551 | 6417 | 2866 | 3551 |
Profit Streak | 79.2043 | 120.2043 | 79.2043 | 79.2043 | 120.2043 | 79.2043 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110217 | 527123 | -252903 | -115460 | 375951 | -40896 |
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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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