Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1019848.7762 | 803577.6476 | 216271.1286 | 84456719.2764 | 82650181.4296 | 1806537.8468 |
Total P&L (%) | 1019.8488 | 803.5776 | 216.2711 | 84456.7193 | 82650.1814 | 1806.5378 |
Avg Daily Profit (%) | 0.4078 | 0.3213 | 0.0865 | 0.2699 | 0.269 | 0.1179 |
Buy And Hold Return (%) | 788.1556 | 788.1556 | 788.1556 | 788.1556 | 788.1556 | 788.1556 |
Max Trade Drawdown | -81894 | -80519 | -54288 | -24501132 | -7176958 | -27741615 |
Profit Factor | 4.11 | 5.6786 | 2.3849 | 2.7309 | 7.6675 | 1.0496 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 68 | 67.5676 | 68.4211 | 68 | 67.5676 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.9341 | 2.7257 | 1.1007 | 1.2851 | 3.6804 | 0.4844 |
Largest Winning Trade | 160371 | 160371 | 61113 | 36711216 | 36711216 | 14232235 |
Largest Losing Trade | -48466 | -48466 | -39433 | -17310824 | -6197783 | -17310824 |
Avg Bars in Trades | 94 | 111 | 78 | 94 | 111 | 78 |
Avg Bars in Winners | 109 | 112 | 105 | 109 | 112 | 105 |
Avg Bars in Losers | 64 | 109 | 19 | 64 | 109 | 19 |
Bars Traded | 7109 | 4123 | 2986 | 7109 | 4123 | 2986 |
Profit Streak | 78.4094 | 531.4094 | 78.4094 | 78.4094 | 531.4094 | 78.4094 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115067 | -138636 | -236894 | -44968 | 750314 | -204721 |
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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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