Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1192721.3677 | 956966.6986 | 235754.6691 | 94539973.4087 | 93803169.0735 | 736804.3353 |
Total P&L (%) | 1192.7214 | 956.9667 | 235.7547 | 94539.9734 | 93803.1691 | 736.8043 |
Avg Daily Profit (%) | 0.477 | 0.3827 | 0.0943 | 0.2744 | 0.2741 | 0.085 |
Buy And Hold Return (%) | 770.4881 | 770.4881 | 770.4881 | 770.4881 | 770.4881 | 770.4881 |
Max Trade Drawdown | -76761 | -48924 | -67205 | -23251887 | -8093440 | -34879377 |
Profit Factor | 4.6944 | 8.0892 | 2.255 | 2.3842 | 5.0508 | 1.0163 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 69.5652 | 64.7059 | 74.2857 | 69.5652 | 64.7059 | 74.2857 |
Ratio Avg Win / Avg Loss | 2.0538 | 4.4123 | 0.7806 | 1.0431 | 2.755 | 0.3518 |
Largest Winning Trade | 371426 | 371426 | 53567 | 59560907 | 59560907 | 11497861 |
Largest Losing Trade | -67205 | -38309 | -67205 | -22096512 | -7876503 | -22096512 |
Avg Bars in Trades | 105 | 115 | 95 | 105 | 115 | 95 |
Avg Bars in Winners | 104 | 106 | 103 | 104 | 106 | 103 |
Avg Bars in Losers | 106 | 131 | 72 | 106 | 131 | 72 |
Bars Traded | 7265 | 3929 | 3336 | 7265 | 3929 | 3336 |
Profit Streak | 114.9097 | 114.9097 | 234.5763 | 114.9097 | 114.9097 | 234.5763 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94036 | -69900 | -226857 | -90006 | 682421 | -444578 |
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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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