Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1112413.4428 | 853301.9098 | 259111.533 | 164363275.871 | 143141614.188 | 21221661.683 |
Total P&L (%) | 1112.4134 | 853.3019 | 259.1115 | 164363.2759 | 143141.6142 | 21221.6617 |
Avg Daily Profit (%) | 0.4449 | 0.3413 | 0.1036 | 0.2966 | 0.2911 | 0.2147 |
Buy And Hold Return (%) | 858.5386 | 858.5386 | 858.5386 | 858.5386 | 858.5386 | 858.5386 |
Max Trade Drawdown | -73498 | -75295 | -73498 | -19585459 | -4284820 | -26168224 |
Profit Factor | 4.8305 | 10.0604 | 2.3204 | 4.7897 | 30.0955 | 1.5519 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 67.1233 | 72.2222 | 62.1622 | 67.1233 | 72.2222 | 62.1622 |
Ratio Avg Win / Avg Loss | 2.3659 | 3.8694 | 1.4124 | 2.346 | 11.5752 | 0.9446 |
Largest Winning Trade | 175414 | 175414 | 64009 | 57695765 | 57695765 | 20880704 |
Largest Losing Trade | -73498 | -35603 | -73498 | -13880975 | -1739423 | -13880975 |
Avg Bars in Trades | 97 | 106 | 88 | 97 | 106 | 88 |
Avg Bars in Winners | 120 | 111 | 129 | 120 | 111 | 129 |
Avg Bars in Losers | 50 | 91 | 22 | 50 | 91 | 22 |
Bars Traded | 7104 | 3821 | 3283 | 7104 | 3821 | 3283 |
Profit Streak | 292.2651 | 554.2651 | 292.2651 | 292.2651 | 554.2651 | 292.2651 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -128346 | -143740 | -214171 | -55863 | 777895 | 397798 |
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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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