Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1144951.6072 | 921814.6144 | 223136.9929 | 66642270.5482 | 64033269.4765 | 2609001.0717 |
Total P&L (%) | 1144.9516 | 921.8146 | 223.137 | 66642.2705 | 64033.2695 | 2609.0011 |
Avg Daily Profit (%) | 0.4578 | 0.3686 | 0.0892 | 0.2604 | 0.2588 | 0.132 |
Buy And Hold Return (%) | 848.0931 | 848.0931 | 848.0931 | 848.0931 | 848.0931 | 848.0931 |
Max Trade Drawdown | -71703 | -76913 | -71703 | -8987069 | -4280493 | -4706576 |
Profit Factor | 4.4832 | 6.8113 | 2.312 | 5.0639 | 9.5216 | 1.2937 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 67.5676 | 67.5676 | 67.5676 | 67.5676 | 67.5676 | 67.5676 |
Ratio Avg Win / Avg Loss | 2.1519 | 3.2694 | 1.1097 | 2.4307 | 4.5704 | 0.621 |
Largest Winning Trade | 358808 | 358808 | 53923 | 40692875 | 40692875 | 2924461 |
Largest Losing Trade | -71703 | -43637 | -71703 | -4706576 | -4280493 | -4706576 |
Avg Bars in Trades | 62 | 76 | 47 | 62 | 76 | 47 |
Avg Bars in Winners | 68 | 78 | 58 | 68 | 78 | 58 |
Avg Bars in Losers | 49 | 72 | 25 | 49 | 72 | 25 |
Bars Traded | 4596 | 2825 | 1770 | 4596 | 2825 | 1770 |
Profit Streak | 120.854 | 120.854 | 212.354 | 120.854 | 120.854 | 212.354 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104486 | -117879 | -233459 | -48868 | 716981 | -18178 |
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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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