Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101968.0449 | 897993.3255 | 203974.7194 | 70488082.0529 | 60617924.7979 | 9870157.2549 |
Total P&L (%) | 1101.968 | 897.9933 | 203.9747 | 70488.0821 | 60617.9248 | 9870.1573 |
Avg Daily Profit (%) | 0.4407 | 0.3592 | 0.0816 | 0.2627 | 0.2566 | 0.1842 |
Buy And Hold Return (%) | 810.256 | 810.256 | 810.256 | 810.256 | 810.256 | 810.256 |
Max Trade Drawdown | -77676 | -81452 | -43136 | -3717677 | -3037190 | -2838018 |
Profit Factor | 4.4632 | 7.2201 | 2.1735 | 6.1367 | 11.7874 | 2.2181 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Losing Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Profitability (%) | 61.1111 | 66.6667 | 55.5556 | 61.1111 | 66.6667 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.8402 | 3.61 | 1.7388 | 3.9052 | 5.8937 | 1.7745 |
Largest Winning Trade | 373408 | 373408 | 55902 | 30478214 | 30478214 | 4423351 |
Largest Losing Trade | -43136 | -25159 | -43136 | -1726414 | -1719444 | -1726414 |
Avg Bars in Trades | 97 | 119 | 74 | 97 | 119 | 74 |
Avg Bars in Winners | 115 | 125 | 103 | 115 | 125 | 103 |
Avg Bars in Losers | 67 | 106 | 38 | 67 | 106 | 38 |
Bars Traded | 6986 | 4306 | 2680 | 6986 | 4306 | 2680 |
Profit Streak | 405.5183 | 405.5183 | 406.8517 | 405.5183 | 405.5183 | 406.8517 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116936 | -110664 | -243619 | -63561 | 739749 | 510552 |
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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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