Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1002866.1711 | 827592.0158 | 175274.1553 | 27511573.7533 | 23082357.226 | 4429216.5273 |
Total P&L (%) | 1002.8662 | 827.592 | 175.2742 | 27511.5738 | 23082.3572 | 4429.2165 |
Avg Daily Profit (%) | 0.401 | 0.3309 | 0.0701 | 0.225 | 0.218 | 0.1526 |
Buy And Hold Return (%) | 887.7886 | 887.7886 | 887.7886 | 887.7886 | 887.7886 | 887.7886 |
Max Trade Drawdown | -65799 | -68335 | -25820 | -2388487 | -2399533 | -990533 |
Profit Factor | 4.1599 | 4.9181 | 2.6512 | 4.7356 | 5.957 | 2.6355 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 56.1644 | 58.3333 | 54.0541 | 56.1644 | 58.3333 | 54.0541 |
Ratio Avg Win / Avg Loss | 3.2467 | 3.5129 | 2.2535 | 3.6961 | 4.255 | 2.2401 |
Largest Winning Trade | 361112 | 361112 | 43814 | 13601499 | 13601499 | 2040643 |
Largest Losing Trade | -54205 | -54205 | -25705 | -1620647 | -1620647 | -927795 |
Avg Bars in Trades | 94 | 125 | 63 | 94 | 125 | 63 |
Avg Bars in Winners | 117 | 139 | 94 | 117 | 139 | 94 |
Avg Bars in Losers | 64 | 107 | 26 | 64 | 107 | 26 |
Bars Traded | 6877 | 4533 | 2344 | 6877 | 4533 | 2344 |
Profit Streak | 101.3801 | 139.0467 | 101.3801 | 101.3801 | 139.0468 | 101.3801 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182758 | -147237 | -258981 | -58389 | 660135 | 446669 |
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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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