Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1118346.3967 | 851908.5794 | 266437.8172 | 199529070.8908 | 162203232.1751 | 37325838.7156 |
Total P&L (%) | 1118.3464 | 851.9086 | 266.4378 | 199529.0709 | 162203.2322 | 37325.8387 |
Avg Daily Profit (%) | 0.4472 | 0.3407 | 0.1065 | 0.3043 | 0.296 | 0.2372 |
Buy And Hold Return (%) | 852.2727 | 852.2727 | 852.2727 | 852.2727 | 852.2727 | 852.2727 |
Max Trade Drawdown | -72676 | -77398 | -71584 | -12118877 | -4089747 | -12118877 |
Profit Factor | 5.6253 | 11.4183 | 2.665 | 8.8317 | 40.5052 | 2.7465 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 17 | 7 | 10 | 17 | 7 | 10 |
Profitability (%) | 74.6269 | 78.7879 | 70.5882 | 74.6269 | 78.7879 | 70.5882 |
Ratio Avg Win / Avg Loss | 1.9126 | 3.0741 | 1.1104 | 3.0028 | 10.9053 | 1.1444 |
Largest Winning Trade | 171222 | 171222 | 63424 | 68408893 | 68408893 | 25534000 |
Largest Losing Trade | -71584 | -39386 | -71584 | -12118877 | -1799978 | -12118877 |
Avg Bars in Trades | 106 | 115 | 97 | 106 | 115 | 97 |
Avg Bars in Winners | 118 | 112 | 124 | 118 | 112 | 124 |
Avg Bars in Losers | 71 | 126 | 32 | 71 | 126 | 32 |
Bars Traded | 7112 | 3813 | 3299 | 7112 | 3813 | 3299 |
Profit Streak | 292.0972 | 1134.7639 | 292.0972 | 292.0972 | 1134.7639 | 292.0972 |
Trades During Streak | 6 | 15 | 3 | 6 | 15 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166642 | -142830 | -208549 | -98937 | 812366 | 593466 |
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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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