Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1563336.9149 | 1538886.4332 | 24450.4817 | 26878416.3802 | 33447808.6784 | -6569392.2982 |
Total P&L (%) | 1563.3369 | 1538.8864 | 24.4505 | 26878.4164 | 33447.8087 | -6569.3923 |
Avg Daily Profit (%) | 0.842 | 0.8288 | 0.0132 | 0.3019 | 0.3137 | 0 |
Buy And Hold Return (%) | 11209.3657 | 11209.3657 | 11209.3657 | 11209.3657 | 11209.3657 | 11209.3657 |
Max Trade Drawdown | -93428 | -71770 | -90890 | -14364417 | -3666123 | -12714585 |
Profit Factor | 4.3562 | 10.3821 | 1.081 | 1.5572 | 3.6792 | 0.8162 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 46.6667 | 48.6486 | 44.7368 | 46.6667 | 48.6486 | 44.7368 |
Ratio Avg Win / Avg Loss | 4.9785 | 10.9589 | 1.3354 | 1.7797 | 3.8836 | 1.0083 |
Largest Winning Trade | 727744 | 727744 | 64336 | 12606750 | 12606750 | 8204524 |
Largest Losing Trade | -40692 | -38572 | -40692 | -10115771 | -1684447 | -10115771 |
Avg Bars in Trades | 68 | 74 | 63 | 68 | 74 | 63 |
Avg Bars in Winners | 103 | 106 | 99 | 103 | 106 | 99 |
Avg Bars in Losers | 38 | 43 | 34 | 38 | 43 | 34 |
Bars Traded | 5156 | 2738 | 2418 | 5156 | 2738 | 2418 |
Profit Streak | 18.3555 | 20.6889 | 18.3555 | 18.3555 | 20.6889 | 18.3555 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -206760 | -144025 | -473899 | -54068 | 458770 | -580582 |
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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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