Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902257.25 | 707623.3974 | 194633.8527 | 28805836.2067 | 55500824.9434 | -26694988.7367 |
Total P&L (%) | 902.2573 | 707.6234 | 194.6339 | 28805.8362 | 55500.8249 | -26694.9887 |
Avg Daily Profit (%) | 0.3609 | 0.283 | 0.0778 | 0.2269 | 0.2531 | 0 |
Buy And Hold Return (%) | 751.1932 | 751.1932 | 751.1932 | 751.1932 | 751.1932 | 751.1932 |
Max Trade Drawdown | -103744 | -76569 | -85887 | -41265295 | -6846104 | -43371532 |
Profit Factor | 4.0816 | 4.9472 | 2.7146 | 1.491 | 5.3359 | 0.418 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 71.2329 | 63.8889 | 78.3784 | 71.2329 | 63.8889 | 78.3784 |
Ratio Avg Win / Avg Loss | 1.6483 | 2.7962 | 0.7489 | 0.6021 | 3.0159 | 0.1153 |
Largest Winning Trade | 171423 | 171423 | 25828 | 34343020 | 34343020 | 3086690 |
Largest Losing Trade | -60476 | -51456 | -60476 | -32511357 | -4601966 | -32511357 |
Avg Bars in Trades | 93 | 164 | 23 | 93 | 164 | 23 |
Avg Bars in Winners | 75 | 139 | 24 | 75 | 139 | 24 |
Avg Bars in Losers | 137 | 210 | 18 | 137 | 210 | 18 |
Bars Traded | 6805 | 5939 | 866 | 6805 | 5939 | 866 |
Profit Streak | 114.2181 | 114.2181 | 233.2181 | 114.2181 | 114.2181 | 233.2181 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158501 | -146518 | -247051 | -63970 | 694416 | -575437 |
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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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