Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1013851.5288 | 802237.9085 | 211613.6203 | 59086057.7307 | 75469099.0778 | -16383041.3471 |
Total P&L (%) | 1013.8515 | 802.2379 | 211.6136 | 59086.0577 | 75469.0991 | -16383.0413 |
Avg Daily Profit (%) | 0.4054 | 0.3208 | 0.0846 | 0.2556 | 0.2654 | 0 |
Buy And Hold Return (%) | 793.7012 | 793.7012 | 793.7012 | 793.7012 | 793.7012 | 793.7012 |
Max Trade Drawdown | -74154 | -73826 | -64287 | -39094121 | -3396929 | -39094121 |
Profit Factor | 3.9741 | 8.0983 | 1.9286 | 2.1173 | 18.476 | 0.6626 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 69.5652 | 70.5882 | 68.5714 | 69.5652 | 70.5882 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.7386 | 3.3743 | 0.8839 | 0.9263 | 7.6983 | 0.3037 |
Largest Winning Trade | 166083 | 166083 | 62990 | 37957288 | 37957288 | 8970193 |
Largest Losing Trade | -64287 | -41674 | -64287 | -39094121 | -1710984 | -39094121 |
Avg Bars in Trades | 102 | 113 | 92 | 102 | 113 | 92 |
Avg Bars in Winners | 112 | 106 | 118 | 112 | 106 | 118 |
Avg Bars in Losers | 80 | 129 | 35 | 80 | 129 | 35 |
Bars Traded | 7097 | 3860 | 3237 | 7097 | 3860 | 3237 |
Profit Streak | 299.2414 | 563.2414 | 299.2414 | 299.2414 | 563.2414 | 299.2414 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164701 | -140797 | -241138 | -92291 | 761794 | -577032 |
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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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