Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1065494.2174 | 867613.9568 | 197880.2605 | 67933519.5611 | 65804433.0107 | 2129086.5503 |
Total P&L (%) | 1065.4942 | 867.614 | 197.8803 | 67933.5196 | 65804.433 | 2129.0866 |
Avg Daily Profit (%) | 0.4261 | 0.347 | 0.0791 | 0.2612 | 0.2599 | 0.1242 |
Buy And Hold Return (%) | 879.7733 | 879.7733 | 879.7733 | 879.7733 | 879.7733 | 879.7733 |
Max Trade Drawdown | -40524 | -41268 | -37929 | -11166925 | -6450370 | -9261367 |
Profit Factor | 5.257 | 8.1018 | 2.5444 | 3.1545 | 5.2812 | 1.1318 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 59.2105 | 63.1579 | 55.2632 | 59.2105 | 63.1579 | 55.2632 |
Ratio Avg Win / Avg Loss | 3.6215 | 4.7261 | 2.0598 | 2.1731 | 3.0807 | 0.9162 |
Largest Winning Trade | 341072 | 341072 | 45469 | 38430573 | 38430573 | 3724621 |
Largest Losing Trade | -35499 | -35499 | -27692 | -6450370 | -6450370 | -3732812 |
Avg Bars in Trades | 92 | 111 | 72 | 92 | 111 | 72 |
Avg Bars in Winners | 112 | 128 | 93 | 112 | 128 | 93 |
Avg Bars in Losers | 63 | 83 | 46 | 63 | 83 | 46 |
Bars Traded | 6992 | 4241 | 2752 | 6992 | 4241 | 2752 |
Profit Streak | 144.6337 | 152.967 | 144.6337 | 144.6337 | 152.967 | 144.6337 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133102 | -145273 | -246943 | -36365 | 692406 | -106842 |
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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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