Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988470.2151 | 778082.5893 | 210387.6258 | 73460779.3497 | 67452774.0002 | 6008005.3495 |
Total P&L (%) | 988.4702 | 778.0826 | 210.3876 | 73460.7794 | 67452.774 | 6008.0053 |
Avg Daily Profit (%) | 0.3947 | 0.3107 | 0.084 | 0.2639 | 0.2605 | 0.1643 |
Buy And Hold Return (%) | 831.5662 | 831.5662 | 831.5662 | 831.5662 | 831.5662 | 831.5662 |
Max Trade Drawdown | -94674 | -84783 | -50144 | -8942945 | -3763962 | -12926040 |
Profit Factor | 4.2321 | 6.9529 | 2.2014 | 3.8337 | 12.8174 | 1.2972 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 64.7887 | 68.5714 | 61.1111 | 64.7887 | 68.5714 | 61.1111 |
Ratio Avg Win / Avg Loss | 2.3001 | 3.1868 | 1.4009 | 2.0835 | 5.8746 | 0.8255 |
Largest Winning Trade | 189433 | 189433 | 61738 | 26709790 | 26709790 | 9719757 |
Largest Losing Trade | -50144 | -45788 | -50144 | -8399091 | -1657620 | -8399091 |
Avg Bars in Trades | 99 | 113 | 86 | 99 | 113 | 86 |
Avg Bars in Winners | 118 | 111 | 127 | 118 | 111 | 127 |
Avg Bars in Losers | 63 | 118 | 21 | 63 | 118 | 21 |
Bars Traded | 7062 | 3963 | 3099 | 7062 | 3963 | 3099 |
Profit Streak | 311.6728 | 480.0061 | 311.6728 | 311.6728 | 480.0061 | 311.6728 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177816 | -144478 | -240708 | -72150 | 751349 | 321025 |
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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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