Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1398246.6191 | 1346456.0919 | 51790.5273 | 20527864.5586 | 30147564.6285 | -9619700.0698 |
Total P&L (%) | 1398.2466 | 1346.4561 | 51.7905 | 20527.8646 | 30147.5646 | -9619.7001 |
Avg Daily Profit (%) | 0.7476 | 0.7199 | 0.0277 | 0.2853 | 0.3059 | 0 |
Buy And Hold Return (%) | 6584.6047 | 6584.6047 | 6584.6047 | 6584.6047 | 6584.6047 | 6584.6047 |
Max Trade Drawdown | -91827 | -60842 | -74722 | -40068824 | -21376848 | -27479161 |
Profit Factor | 3.9951 | 7.7559 | 1.1936 | 1.2513 | 1.9161 | 0.8027 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 50.6329 | 46.1538 | 55 | 50.6329 | 46.1538 | 55 |
Ratio Avg Win / Avg Loss | 3.8953 | 9.0486 | 0.9766 | 1.2201 | 2.2355 | 0.6568 |
Largest Winning Trade | 477860 | 477860 | 62801 | 20908595 | 20908595 | 11481128 |
Largest Losing Trade | -54000 | -34663 | -54000 | -24625471 | -10999534 | -24625471 |
Avg Bars in Trades | 68 | 70 | 65 | 68 | 70 | 65 |
Avg Bars in Winners | 92 | 114 | 73 | 92 | 114 | 73 |
Avg Bars in Losers | 43 | 33 | 55 | 43 | 33 | 55 |
Bars Traded | 5386 | 2766 | 2619 | 5386 | 2766 | 2619 |
Profit Streak | 75.5552 | 110.5552 | 75.5552 | 75.5552 | 110.5552 | 75.5552 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176232 | -145680 | -329683 | -24683 | 358567 | -579543 |
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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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