Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1065661.2276 | 838451.2749 | 227209.9527 | 93229289.0732 | 84461831.9444 | 8767457.1288 |
Total P&L (%) | 1065.6612 | 838.4513 | 227.21 | 93229.2891 | 84461.8319 | 8767.4571 |
Avg Daily Profit (%) | 0.4264 | 0.3355 | 0.0909 | 0.274 | 0.27 | 0.1796 |
Buy And Hold Return (%) | 682.6673 | 682.6673 | 682.6673 | 682.6673 | 682.6673 | 682.6673 |
Max Trade Drawdown | -57027 | -33009 | -50722 | -10795977 | -4551723 | -10656948 |
Profit Factor | 5.3269 | 9.5916 | 2.528 | 3.9819 | 9.1357 | 1.4198 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 61.039 | 55.2632 | 66.6667 | 61.039 | 55.2632 | 66.6667 |
Ratio Avg Win / Avg Loss | 3.4002 | 7.7646 | 1.264 | 2.5416 | 7.3956 | 0.7099 |
Largest Winning Trade | 322660 | 322660 | 48027 | 39702596 | 39702596 | 5174217 |
Largest Losing Trade | -50722 | -17634 | -50722 | -10386962 | -2960343 | -10386962 |
Avg Bars in Trades | 190 | 214 | 166 | 190 | 214 | 166 |
Avg Bars in Winners | 208 | 251 | 172 | 208 | 251 | 172 |
Avg Bars in Losers | 162 | 169 | 154 | 162 | 169 | 154 |
Bars Traded | 14658 | 8157 | 6500 | 14658 | 8157 | 6500 |
Profit Streak | 170.9067 | 170.9067 | 188.74 | 170.9067 | 170.9067 | 188.74 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -34965 | -75395 | -230099 | -27439 | 677809 | 380843 |
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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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