Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072650.5287 | 861916.4271 | 210734.1016 | 71051394.6825 | 80654686.3074 | -9603291.6249 |
Total P&L (%) | 1072.6505 | 861.9164 | 210.7341 | 71051.3947 | 80654.6863 | -9603.2916 |
Avg Daily Profit (%) | 0.429 | 0.3447 | 0.0843 | 0.263 | 0.2681 | 0 |
Buy And Hold Return (%) | 861.257 | 861.257 | 861.257 | 861.257 | 861.257 | 861.257 |
Max Trade Drawdown | -67268 | -67320 | -42571 | -37937918 | -15940181 | -25569706 |
Profit Factor | 4.1079 | 5.1593 | 2.528 | 2.1583 | 3.6051 | 0.6839 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 60.2151 | 58.6957 | 61.7021 | 60.2151 | 58.6957 | 61.7021 |
Ratio Avg Win / Avg Loss | 2.7141 | 3.6306 | 1.5691 | 1.426 | 2.5369 | 0.4245 |
Largest Winning Trade | 332953 | 332953 | 35930 | 65784250 | 65784250 | 3746055 |
Largest Losing Trade | -27057 | -27057 | -20660 | -17673108 | -13016206 | -17673108 |
Avg Bars in Trades | 75 | 108 | 42 | 75 | 108 | 42 |
Avg Bars in Winners | 82 | 120 | 47 | 82 | 120 | 47 |
Avg Bars in Losers | 63 | 92 | 33 | 63 | 92 | 33 |
Bars Traded | 7000 | 5001 | 1999 | 7000 | 5001 | 1999 |
Profit Streak | 111.1193 | 111.1193 | 204.1193 | 111.1193 | 111.1193 | 204.1193 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69355 | -146589 | -238813 | 521871 | 617580 | -578203 |
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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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