Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1054013.0864 | 861393.7813 | 192619.3051 | 54057322.4538 | 51364567.8986 | 2692754.5553 |
Total P&L (%) | 1054.0131 | 861.3938 | 192.6193 | 54057.3225 | 51364.5679 | 2692.7546 |
Avg Daily Profit (%) | 0.4216 | 0.3445 | 0.077 | 0.2521 | 0.25 | 0.1333 |
Buy And Hold Return (%) | 774.1035 | 774.1035 | 774.1035 | 774.1035 | 774.1035 | 774.1035 |
Max Trade Drawdown | -69041 | -49169 | -47616 | -6392308 | -6221823 | -3854510 |
Profit Factor | 4.3892 | 7.7954 | 2.0455 | 3.5786 | 5.6506 | 1.2715 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 52.7027 | 54.0541 | 51.3514 | 52.7027 | 54.0541 | 51.3514 |
Ratio Avg Win / Avg Loss | 3.939 | 6.6261 | 1.9379 | 3.2116 | 4.803 | 1.2046 |
Largest Winning Trade | 363749 | 363749 | 47889 | 34517244 | 34517244 | 2769506 |
Largest Losing Trade | -47616 | -16209 | -47616 | -4661291 | -4661291 | -3854510 |
Avg Bars in Trades | 131 | 137 | 125 | 131 | 137 | 125 |
Avg Bars in Winners | 164 | 151 | 178 | 164 | 151 | 178 |
Avg Bars in Losers | 93 | 120 | 68 | 93 | 120 | 68 |
Bars Traded | 9712 | 5085 | 4627 | 9712 | 5085 | 4627 |
Profit Streak | 77.6307 | 78.1307 | 77.6307 | 77.6307 | 78.1307 | 77.6307 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103467 | -111805 | -251237 | -52227 | 641743 | -16747 |
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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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