Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117635.4671 | 873155.905 | 244479.5621 | 43792499.7091 | 25326136.2819 | 18466363.4272 |
Total P&L (%) | 1117.6355 | 873.1559 | 244.4796 | 43792.4997 | 25326.1363 | 18466.3634 |
Avg Daily Profit (%) | 0.4465 | 0.3488 | 0.0977 | 0.2434 | 0.2215 | 0.2089 |
Buy And Hold Return (%) | 373.882 | 373.882 | 373.882 | 373.882 | 373.882 | 373.882 |
Max Trade Drawdown | -81493 | -100362 | -47036 | -1531871 | -1764704 | -801466 |
Profit Factor | 4.5109 | 5.8834 | 2.7521 | 10.1842 | 9.3966 | 11.5401 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 76.0563 | 71.4286 | 80.5556 | 76.0563 | 71.4286 | 80.5556 |
Ratio Avg Win / Avg Loss | 1.4201 | 2.3534 | 0.6643 | 3.2061 | 3.7587 | 2.7855 |
Largest Winning Trade | 432634 | 432634 | 36504 | 14149733 | 14149733 | 8772253 |
Largest Losing Trade | -44737 | -37337 | -44737 | -801466 | -698343 | -801466 |
Avg Bars in Trades | 100 | 125 | 76 | 100 | 125 | 76 |
Avg Bars in Winners | 81 | 85 | 77 | 81 | 85 | 77 |
Avg Bars in Losers | 162 | 225 | 73 | 162 | 225 | 73 |
Bars Traded | 7156 | 4390 | 2766 | 7156 | 4390 | 2766 |
Profit Streak | 140.0129 | 140.0129 | 534.0129 | 140.0129 | 140.0129 | 534.0129 |
Trades During Streak | 5 | 2 | 9 | 5 | 2 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -72858 | 605836 | -220498 | -69270 | 737243 | 792747 |
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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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