Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021618.8348 | 829033.3828 | 192585.452 | 48705428.5109 | 40996833.7152 | 7708594.7958 |
Total P&L (%) | 1021.6188 | 829.0334 | 192.5855 | 48705.4285 | 40996.8337 | 7708.5948 |
Avg Daily Profit (%) | 0.4086 | 0.3316 | 0.077 | 0.2479 | 0.241 | 0.1744 |
Buy And Hold Return (%) | 812.2877 | 812.2877 | 812.2877 | 812.2877 | 812.2877 | 812.2877 |
Max Trade Drawdown | -55930 | -69850 | -48528 | -4682056 | -1900560 | -3080920 |
Profit Factor | 4.2871 | 7.1117 | 2.0996 | 5.5144 | 10.2928 | 2.2088 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 66.6667 | 69.697 | 63.6364 | 66.6667 | 69.697 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.1436 | 3.092 | 1.1998 | 2.7572 | 4.4751 | 1.2621 |
Largest Winning Trade | 344901 | 344901 | 50273 | 19605693 | 19605693 | 3943706 |
Largest Losing Trade | -48528 | -25159 | -48528 | -1957113 | -1764150 | -1957113 |
Avg Bars in Trades | 105 | 130 | 80 | 105 | 130 | 80 |
Avg Bars in Winners | 123 | 139 | 104 | 123 | 139 | 104 |
Avg Bars in Losers | 71 | 111 | 38 | 71 | 111 | 38 |
Bars Traded | 6983 | 4322 | 2661 | 6983 | 4322 | 2661 |
Profit Streak | 405.072 | 405.072 | 407.072 | 405.072 | 405.072 | 407.072 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -193452 | -137804 | -249921 | -108323 | 748259 | 503784 |
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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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