Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1647924.1929 | 1491218.0054 | 156706.1876 | 20727815.973 | 18737910.4447 | 1989905.5283 |
Total P&L (%) | 1647.9242 | 1491.218 | 156.7062 | 20727.816 | 18737.9104 | 1989.9055 |
Avg Daily Profit (%) | 0.9081 | 0.8218 | 0.0864 | 0.2946 | 0.2891 | 0.1676 |
Buy And Hold Return (%) | 766.2191 | 766.2191 | 766.2191 | 766.2191 | 766.2191 | 766.2191 |
Max Trade Drawdown | -87489 | -49826 | -66872 | -14669875 | -10568300 | -6956686 |
Profit Factor | 4.4657 | 7.0792 | 1.6808 | 1.402 | 1.5943 | 1.0993 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 52.6316 | 42.1053 | 63.1579 | 52.6316 | 42.1053 | 63.1579 |
Ratio Avg Win / Avg Loss | 4.0191 | 9.7339 | 0.9804 | 1.2618 | 2.1922 | 0.6413 |
Largest Winning Trade | 639074 | 639074 | 65085 | 19738781 | 19738781 | 2636734 |
Largest Losing Trade | -55013 | -27135 | -55013 | -6956686 | -5760048 | -6956686 |
Avg Bars in Trades | 67 | 89 | 44 | 67 | 89 | 44 |
Avg Bars in Winners | 80 | 133 | 45 | 80 | 133 | 45 |
Avg Bars in Losers | 52 | 57 | 43 | 52 | 57 | 43 |
Bars Traded | 5097 | 3404 | 1693 | 5097 | 3404 | 1693 |
Profit Streak | 89.1051 | 89.1051 | 189.4385 | 89.1051 | 89.1051 | 189.4385 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37697 | 430811 | -239933 | -42922 | 334591 | -105517 |
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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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