Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1003467.3697 | 793496.1131 | 209971.2567 | 39725010.9448 | 58012944.8112 | -18287933.8664 |
Total P&L (%) | 1003.4674 | 793.4961 | 209.9713 | 39725.0109 | 58012.9448 | -18287.9339 |
Avg Daily Profit (%) | 0.4011 | 0.3171 | 0.0839 | 0.2396 | 0.2547 | 0 |
Buy And Hold Return (%) | 800.4432 | 800.4432 | 800.4432 | 800.4432 | 800.4432 | 800.4432 |
Max Trade Drawdown | -76467 | -62156 | -76467 | -31063524 | -2631272 | -31063524 |
Profit Factor | 3.8687 | 7.2055 | 1.9461 | 1.8038 | 10.2325 | 0.5761 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Profitability (%) | 66.1972 | 74.2857 | 58.3333 | 66.1972 | 74.2857 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.9755 | 2.4942 | 1.3901 | 0.9211 | 3.542 | 0.4115 |
Largest Winning Trade | 155371 | 155371 | 66305 | 29398511 | 29398511 | 6260805 |
Largest Losing Trade | -76467 | -45269 | -76467 | -31063524 | -1972290 | -31063524 |
Avg Bars in Trades | 66 | 73 | 59 | 66 | 73 | 59 |
Avg Bars in Winners | 80 | 75 | 85 | 80 | 75 | 85 |
Avg Bars in Losers | 39 | 67 | 22 | 39 | 67 | 22 |
Bars Traded | 4726 | 2583 | 2143 | 4726 | 2583 | 2143 |
Profit Streak | 85.3019 | 534.3019 | 85.3019 | 85.3019 | 534.3019 | 85.3019 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158085 | -143685 | -242467 | -78919 | 776107 | -579141 |
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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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