Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031812.7406 | 822787.3784 | 209025.3622 | 54192943.2956 | 111628176.2093 | -57435232.9137 |
Total P&L (%) | 1031.8127 | 822.7874 | 209.0254 | 54192.9433 | 111628.1762 | -57435.2329 |
Avg Daily Profit (%) | 0.4127 | 0.3291 | 0.0836 | 0.2522 | 0.2811 | 0 |
Buy And Hold Return (%) | 882.6051 | 882.6051 | 882.6051 | 882.6051 | 882.6051 | 882.6051 |
Max Trade Drawdown | -76605 | -77390 | -73372 | -77202430 | -3109887 | -77918352 |
Profit Factor | 3.9741 | 6.3443 | 2.0832 | 1.5785 | 17.8334 | 0.3401 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 69.1176 | 70.5882 | 67.6471 | 69.1176 | 70.5882 | 67.6471 |
Ratio Avg Win / Avg Loss | 1.7756 | 2.6434 | 0.9963 | 0.7053 | 7.4306 | 0.1627 |
Largest Winning Trade | 148991 | 148991 | 63172 | 65133232 | 65133232 | 7365983 |
Largest Losing Trade | -70742 | -44460 | -70742 | -77002607 | -2259215 | -77002607 |
Avg Bars in Trades | 101 | 112 | 89 | 101 | 112 | 89 |
Avg Bars in Winners | 108 | 109 | 106 | 108 | 109 | 106 |
Avg Bars in Losers | 85 | 120 | 54 | 85 | 120 | 54 |
Bars Traded | 6888 | 3839 | 3049 | 6888 | 3839 | 3049 |
Profit Streak | 119.2368 | 119.2368 | 201.5701 | 119.2368 | 119.2368 | 201.5701 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -206348 | -144892 | -243073 | -101460 | 737115 | -577915 |
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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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