Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2704266.5407 | 2604502.299 | 99764.2416 | 53528357.6645 | 45371579.5887 | 8156778.0758 |
Total P&L (%) | 2704.2665 | 2604.5023 | 99.7642 | 53528.3577 | 45371.5796 | 8156.7781 |
Avg Daily Profit (%) | 1.1971 | 1.1529 | 0.0442 | 0.2786 | 0.2713 | 0.1956 |
Buy And Hold Return (%) | 9970.999 | 9970.999 | 9970.999 | 9970.999 | 9970.999 | 9970.999 |
Max Trade Drawdown | -110748 | -50134 | -78242 | -24696559 | -25158793 | -9378991 |
Profit Factor | 8.3304 | 15.4539 | 1.5286 | 1.8781 | 2.1226 | 1.397 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 53.5211 | 47.2222 | 60 | 53.5211 | 47.2222 | 60 |
Ratio Avg Win / Avg Loss | 7.2343 | 17.272 | 1.0191 | 1.631 | 2.3723 | 0.9314 |
Largest Winning Trade | 1759828 | 1759828 | 58012 | 45459797 | 45459797 | 13670184 |
Largest Losing Trade | -74529 | -37567 | -74529 | -22663211 | -22663211 | -6923508 |
Avg Bars in Trades | 90 | 96 | 85 | 90 | 96 | 85 |
Avg Bars in Winners | 116 | 131 | 105 | 116 | 131 | 105 |
Avg Bars in Losers | 60 | 65 | 54 | 60 | 65 | 54 |
Bars Traded | 6448 | 3466 | 2982 | 6448 | 3466 | 2982 |
Profit Streak | 59.9948 | 143.6615 | 59.9948 | 59.9948 | 143.6615 | 59.9948 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -232888 | -143508 | -296372 | -77963 | 403907 | -156920 |
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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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