Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1071237.7746 | 895131.1153 | 176106.6592 | 27336283.7139 | 52753799.4139 | -25417515.7001 |
Total P&L (%) | 1071.2378 | 895.1311 | 176.1067 | 27336.2837 | 52753.7994 | -25417.5157 |
Avg Daily Profit (%) | 0.4284 | 0.358 | 0.0704 | 0.2248 | 0.2511 | 0 |
Buy And Hold Return (%) | 831.5212 | 831.5212 | 831.5212 | 831.5212 | 831.5212 | 831.5212 |
Max Trade Drawdown | -90143 | -45331 | -73729 | -38196514 | -11587612 | -39189284 |
Profit Factor | 3.6509 | 6.3688 | 1.7419 | 1.3588 | 3.3917 | 0.5305 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 56 | 54.0541 | 57.8947 | 56 | 54.0541 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.8686 | 5.4135 | 1.2668 | 1.0676 | 2.883 | 0.3858 |
Largest Winning Trade | 329986 | 329986 | 54206 | 41747085 | 41747085 | 5917196 |
Largest Losing Trade | -70011 | -35219 | -70011 | -26185714 | -10407372 | -26185714 |
Avg Bars in Trades | 97 | 107 | 87 | 97 | 107 | 87 |
Avg Bars in Winners | 113 | 113 | 112 | 113 | 113 | 112 |
Avg Bars in Losers | 77 | 99 | 53 | 77 | 99 | 53 |
Bars Traded | 7305 | 3971 | 3334 | 7305 | 3971 | 3334 |
Profit Streak | 82.1638 | 83.8305 | 82.1638 | 82.1638 | 83.8305 | 82.1638 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118552 | -122972 | -260888 | -50567 | 577780 | -579183 |
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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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