Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1143592.9091 | 917225.6491 | 226367.2601 | 77508231.0916 | 80476809.5987 | -2968578.5071 |
Total P&L (%) | 1143.5929 | 917.2256 | 226.3673 | 77508.2311 | 80476.8096 | -2968.5785 |
Avg Daily Profit (%) | 0.4573 | 0.3668 | 0.0905 | 0.2665 | 0.268 | 0 |
Buy And Hold Return (%) | 795.0875 | 795.0875 | 795.0875 | 795.0875 | 795.0875 | 795.0875 |
Max Trade Drawdown | -77507 | -59111 | -66544 | -27309670 | -10191844 | -30423518 |
Profit Factor | 4.661 | 8.0082 | 2.2473 | 2.2598 | 4.6032 | 0.9243 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Profitability (%) | 67.1642 | 60.6061 | 73.5294 | 67.1642 | 60.6061 | 73.5294 |
Ratio Avg Win / Avg Loss | 2.2787 | 5.2054 | 0.809 | 1.1048 | 2.9921 | 0.3327 |
Largest Winning Trade | 355002 | 355002 | 51345 | 51754961 | 51754961 | 7048606 |
Largest Losing Trade | -66544 | -42607 | -66544 | -19469846 | -9959908 | -19469846 |
Avg Bars in Trades | 72 | 79 | 65 | 72 | 79 | 65 |
Avg Bars in Winners | 70 | 70 | 69 | 70 | 70 | 69 |
Avg Bars in Losers | 76 | 93 | 52 | 76 | 93 | 52 |
Bars Traded | 4843 | 2619 | 2224 | 4843 | 2619 | 2224 |
Profit Streak | 129.8675 | 129.8675 | 248.8675 | 129.8675 | 129.8675 | 248.8675 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -129050 | -98076 | -231993 | -105627 | 649455 | -576392 |
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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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