Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1023824.4121 | 848963.7314 | 174860.6807 | 26862887.4903 | 24059082.6567 | 2803804.8335 |
Total P&L (%) | 1023.8244 | 848.9637 | 174.8607 | 26862.8875 | 24059.0827 | 2803.8048 |
Avg Daily Profit (%) | 0.4095 | 0.3395 | 0.0699 | 0.2241 | 0.2197 | 0.1348 |
Buy And Hold Return (%) | 714.8189 | 714.8189 | 714.8189 | 714.8189 | 714.8189 | 714.8189 |
Max Trade Drawdown | -66258 | -55206 | -67442 | -2076695 | -1046052 | -2379020 |
Profit Factor | 4.6151 | 8.9966 | 1.9877 | 4.4756 | 9.6919 | 1.5652 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 63.5135 | 62.1622 | 64.8649 | 63.5135 | 62.1622 | 64.8649 |
Ratio Avg Win / Avg Loss | 2.6512 | 5.4762 | 1.0767 | 2.5711 | 5.8994 | 0.8478 |
Largest Winning Trade | 395870 | 395870 | 50087 | 11345285 | 11345285 | 2303886 |
Largest Losing Trade | -66258 | -46216 | -66258 | -2007866 | -918430 | -2007866 |
Avg Bars in Trades | 92 | 99 | 85 | 92 | 99 | 85 |
Avg Bars in Winners | 97 | 103 | 91 | 97 | 103 | 91 |
Avg Bars in Losers | 84 | 94 | 74 | 84 | 94 | 74 |
Bars Traded | 6870 | 3699 | 3171 | 6870 | 3699 | 3171 |
Profit Streak | 70.9366 | 104.9366 | 0 | 70.9366 | 104.9366 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80138 | -87095 | -260739 | -50535 | 693882 | -12954 |
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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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