Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191224.5773 | 904138.8561 | 287085.7212 | 240831475.8965 | 325400805.1764 | -84569329.2799 |
Total P&L (%) | 1191.2246 | 904.1389 | 287.0857 | 240831.4759 | 325400.8052 | -84569.3293 |
Avg Daily Profit (%) | 0.4764 | 0.3616 | 0.1148 | 0.3119 | 0.324 | 0 |
Buy And Hold Return (%) | 847.7717 | 847.7717 | 847.7717 | 847.7717 | 847.7717 | 847.7717 |
Max Trade Drawdown | -66822 | -73173 | -66822 | -167945181 | -7952128 | -167945181 |
Profit Factor | 4.8555 | 9.016 | 2.4634 | 2.1253 | 27.3254 | 0.5806 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 73.9726 | 69.4444 | 78.3784 | 73.9726 | 69.4444 | 78.3784 |
Ratio Avg Win / Avg Loss | 1.7084 | 3.967 | 0.6796 | 0.7478 | 12.0232 | 0.1602 |
Largest Winning Trade | 163719 | 163719 | 60877 | 162181648 | 162181648 | 26605453 |
Largest Losing Trade | -66822 | -45264 | -66822 | -167945181 | -4547879 | -167945181 |
Avg Bars in Trades | 96 | 106 | 86 | 96 | 106 | 86 |
Avg Bars in Winners | 109 | 117 | 102 | 109 | 117 | 102 |
Avg Bars in Losers | 59 | 84 | 26 | 59 | 84 | 26 |
Bars Traded | 7044 | 3849 | 3195 | 7044 | 3849 | 3195 |
Profit Streak | 287.3515 | 551.3515 | 287.3515 | 287.3515 | 551.3515 | 287.3515 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93129 | -123258 | -198562 | -61220 | 774446 | -575745 |
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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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