Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1806900.7053 | 1653924.5543 | 152976.1509 | 25677170.6121 | 1958220.7036 | 23718949.9084 |
Total P&L (%) | 1806.9007 | 1653.9246 | 152.9762 | 25677.1706 | 1958.2207 | 23718.9499 |
Avg Daily Profit (%) | 0.9609 | 0.8796 | 0.0814 | 0.2957 | 0.161 | 0.2915 |
Buy And Hold Return (%) | 566.4934 | 566.4934 | 566.4934 | 566.4934 | 566.4934 | 566.4934 |
Max Trade Drawdown | -68610 | -58557 | -23293 | -29859925 | -27372108 | -7918113 |
Profit Factor | 4.9757 | 7.2896 | 1.7987 | 1.2064 | 1.0237 | 1.5694 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 50.7463 | 54.5455 | 47.0588 | 50.7463 | 54.5455 | 47.0588 |
Ratio Avg Win / Avg Loss | 4.8294 | 6.0746 | 2.0236 | 1.1709 | 0.8531 | 1.7656 |
Largest Winning Trade | 702971 | 702971 | 63508 | 16852960 | 16852960 | 10745970 |
Largest Losing Trade | -40529 | -31529 | -40529 | -12674457 | -12674457 | -7098698 |
Avg Bars in Trades | 79 | 98 | 59 | 79 | 98 | 59 |
Avg Bars in Winners | 108 | 122 | 94 | 108 | 122 | 94 |
Avg Bars in Losers | 48 | 71 | 29 | 48 | 71 | 29 |
Bars Traded | 5301 | 3263 | 2038 | 5301 | 3263 | 2038 |
Profit Streak | 94.926 | 107.926 | 94.926 | 94.926 | 107.926 | 94.926 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101803 | 709450 | -247299 | -111576 | -190031 | 398133 |
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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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