Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963486.4777 | 817149.5526 | 146336.9251 | 23732936.1073 | 24320680.1251 | -587744.0178 |
Total P&L (%) | 963.4865 | 817.1496 | 146.3369 | 23732.9361 | 24320.6801 | -587.744 |
Avg Daily Profit (%) | 0.3853 | 0.3268 | 0.0585 | 0.2192 | 0.2201 | 0 |
Buy And Hold Return (%) | 924.5755 | 924.5755 | 924.5755 | 924.5755 | 924.5755 | 924.5755 |
Max Trade Drawdown | -61161 | -55370 | -58710 | -7603868 | -3649360 | -6903284 |
Profit Factor | 4.0982 | 6.6006 | 1.8865 | 2.1707 | 3.5396 | 0.9451 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 57.7465 | 60 | 55.5556 | 57.7465 | 60 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.9987 | 4.4004 | 1.5092 | 1.5883 | 2.3597 | 0.756 |
Largest Winning Trade | 337790 | 337790 | 55902 | 15904501 | 15904501 | 1800062 |
Largest Losing Trade | -36601 | -36601 | -27692 | -3649360 | -3649360 | -2959357 |
Avg Bars in Trades | 100 | 121 | 79 | 100 | 121 | 79 |
Avg Bars in Winners | 121 | 140 | 102 | 121 | 140 | 102 |
Avg Bars in Losers | 70 | 92 | 51 | 70 | 92 | 51 |
Bars Traded | 7113 | 4249 | 2864 | 7113 | 4249 | 2864 |
Profit Streak | 150.6191 | 158.2857 | 150.6191 | 150.6191 | 158.2857 | 150.6191 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -224542 | -145876 | -275285 | -76282 | 618671 | -579096 |
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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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