Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1028584.7989 | 848646.5449 | 179938.254 | 27676541.0114 | 24748254.4518 | 2928286.5596 |
Total P&L (%) | 1028.5848 | 848.6465 | 179.9383 | 27676.541 | 24748.2545 | 2928.2866 |
Avg Daily Profit (%) | 0.4114 | 0.3394 | 0.072 | 0.2253 | 0.2208 | 0.1365 |
Buy And Hold Return (%) | 865.3066 | 865.3066 | 865.3066 | 865.3066 | 865.3066 | 865.3066 |
Max Trade Drawdown | -81294 | -82012 | -62277 | -2453516 | -1710801 | -1187420 |
Profit Factor | 3.7216 | 5.5235 | 1.9454 | 4.7832 | 7.6754 | 1.8115 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 67.5676 | 72.973 | 62.1622 | 67.5676 | 72.973 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.7864 | 2.0457 | 1.1842 | 2.2959 | 2.8427 | 1.1027 |
Largest Winning Trade | 354882 | 354882 | 41738 | 11330769 | 11330769 | 1719434 |
Largest Losing Trade | -62277 | -43579 | -62277 | -956150 | -810522 | -956150 |
Avg Bars in Trades | 90 | 114 | 67 | 90 | 114 | 67 |
Avg Bars in Winners | 102 | 108 | 96 | 102 | 108 | 96 |
Avg Bars in Losers | 66 | 129 | 21 | 66 | 129 | 21 |
Bars Traded | 6730 | 4222 | 2509 | 6730 | 4222 | 2509 |
Profit Streak | 422.2327 | 433.566 | 422.2327 | 422.2327 | 433.566 | 422.2327 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155180 | -144010 | -257124 | -48919 | 759700 | -7915 |
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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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