Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 999665.8912 | 781873.5845 | 217792.3067 | 33747748.8011 | 67895741.3657 | -34147992.5646 |
Total P&L (%) | 999.6659 | 781.8736 | 217.7923 | 33747.7488 | 67895.7414 | -34147.9926 |
Avg Daily Profit (%) | 0.3998 | 0.3127 | 0.0871 | 0.2332 | 0.2612 | 0 |
Buy And Hold Return (%) | 830.4021 | 830.4021 | 830.4021 | 830.4021 | 830.4021 | 830.4021 |
Max Trade Drawdown | -82085 | -57239 | -82085 | -55495711 | -1470937 | -55495711 |
Profit Factor | 4.4545 | 9.5209 | 2.1021 | 1.5685 | 44.7958 | 0.4093 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 14 | 6 | 8 | 14 | 6 | 8 |
Profitability (%) | 80.8219 | 83.3333 | 78.3784 | 80.8219 | 83.3333 | 78.3784 |
Ratio Avg Win / Avg Loss | 1.057 | 1.9042 | 0.5799 | 0.3722 | 8.9592 | 0.1129 |
Largest Winning Trade | 159900 | 159900 | 51355 | 40862689 | 40862689 | 5040926 |
Largest Losing Trade | -82085 | -35919 | -82085 | -55495711 | -867989 | -55495711 |
Avg Bars in Trades | 95 | 140 | 52 | 95 | 140 | 52 |
Avg Bars in Winners | 85 | 117 | 51 | 85 | 117 | 51 |
Avg Bars in Losers | 140 | 255 | 54 | 140 | 255 | 54 |
Bars Traded | 6996 | 5070 | 1926 | 6996 | 5070 | 1926 |
Profit Streak | 213.6769 | 805.0102 | 213.6769 | 213.6769 | 805.0102 | 213.6769 |
Trades During Streak | 6 | 13 | 3 | 6 | 13 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156931 | -142570 | -236182 | -62217 | 819609 | -575735 |
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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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