Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 930168.3166 | 794778.5484 | 135389.7682 | 12729182.6273 | 4670884.1631 | 8058298.4642 |
Total P&L (%) | 930.1683 | 794.7785 | 135.3898 | 12729.1826 | 4670.8842 | 8058.2985 |
Avg Daily Profit (%) | 0.4304 | 0.3677 | 0.0626 | 0.2249 | 0.179 | 0.2039 |
Buy And Hold Return (%) | 491.3556 | 491.3556 | 491.3556 | 491.3556 | 491.3556 | 491.3556 |
Max Trade Drawdown | -110580 | -74907 | -40248 | -30703039 | -22776596 | -8974642 |
Profit Factor | 3.4025 | 4.4753 | 1.8543 | 1.2529 | 1.1182 | 1.745 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 70.1493 | 72.7273 | 67.6471 | 70.1493 | 72.7273 | 67.6471 |
Ratio Avg Win / Avg Loss | 1.4479 | 1.6782 | 0.8868 | 0.5331 | 0.4193 | 0.8346 |
Largest Winning Trade | 151286 | 151286 | 32270 | 10279496 | 10279496 | 4321020 |
Largest Losing Trade | -74907 | -74907 | -28365 | -22617612 | -22617612 | -4742048 |
Avg Bars in Trades | 172 | 274 | 73 | 172 | 274 | 73 |
Avg Bars in Winners | 139 | 183 | 92 | 139 | 183 | 92 |
Avg Bars in Losers | 251 | 517 | 33 | 251 | 517 | 33 |
Bars Traded | 11568 | 9062 | 2506 | 11568 | 9062 | 2506 |
Profit Streak | 127.0174 | 127.0174 | 140.5174 | 127.0174 | 127.0174 | 140.5174 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109236 | 393511 | -271088 | -110657 | -80839 | 425969 |
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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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