Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1233500.3112 | 981016.5333 | 252483.7779 | 58590624.473 | 25582611.9006 | 33008012.5723 |
Total P&L (%) | 1233.5003 | 981.0165 | 252.4838 | 58590.6245 | 25582.6119 | 33008.0126 |
Avg Daily Profit (%) | 0.4928 | 0.3919 | 0.1009 | 0.255 | 0.2219 | 0.2321 |
Buy And Hold Return (%) | 361.2788 | 361.2788 | 361.2788 | 361.2788 | 361.2788 | 361.2788 |
Max Trade Drawdown | -86850 | -43830 | -71449 | -67920836 | -28077535 | -47881388 |
Profit Factor | 4.8401 | 7.3101 | 2.5233 | 1.4217 | 1.3447 | 1.51 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 65.2174 | 64.7059 | 65.7143 | 65.2174 | 64.7059 | 65.7143 |
Ratio Avg Win / Avg Loss | 2.5814 | 3.9873 | 1.3165 | 0.7583 | 0.7335 | 0.7878 |
Largest Winning Trade | 517227 | 517227 | 56667 | 25072811 | 25072811 | 20690485 |
Largest Losing Trade | -45905 | -43799 | -45905 | -36129980 | -25891571 | -36129980 |
Avg Bars in Trades | 67 | 90 | 45 | 67 | 90 | 45 |
Avg Bars in Winners | 78 | 100 | 56 | 78 | 100 | 56 |
Avg Bars in Losers | 48 | 72 | 24 | 48 | 72 | 24 |
Bars Traded | 4674 | 3079 | 1595 | 4674 | 3079 | 1595 |
Profit Streak | 119.5718 | 119.5718 | 126.0718 | 119.5718 | 119.5718 | 126.0718 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87200 | 622663 | -217402 | -95006 | 337297 | 395963 |
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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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