Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1350256.9756 | 1040086.2875 | 310170.6881 | 691980546.5874 | 554969336.5769 | 137011210.0105 |
Total P&L (%) | 1350.257 | 1040.0863 | 310.1707 | 691980.5466 | 554969.3366 | 137011.21 |
Avg Daily Profit (%) | 0.54 | 0.416 | 0.1241 | 0.3543 | 0.3454 | 0.2893 |
Buy And Hold Return (%) | 854.1882 | 854.1882 | 854.1882 | 854.1882 | 854.1882 | 854.1882 |
Max Trade Drawdown | -73226 | -78218 | -33313 | -23157988 | -21196037 | -10355322 |
Profit Factor | 7.4974 | 8.8254 | 5.141 | 14.9228 | 16.7798 | 10.4284 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 64.3836 | 61.1111 | 67.5676 | 64.3836 | 61.1111 | 67.5676 |
Ratio Avg Win / Avg Loss | 4.1475 | 5.6162 | 2.4677 | 8.2552 | 10.678 | 5.0056 |
Largest Winning Trade | 346180 | 346180 | 56617 | 268692606 | 268692606 | 60194348 |
Largest Losing Trade | -27574 | -27574 | -18533 | -10710846 | -10710846 | -5449816 |
Avg Bars in Trades | 95 | 116 | 75 | 95 | 116 | 75 |
Avg Bars in Winners | 114 | 131 | 99 | 114 | 131 | 99 |
Avg Bars in Losers | 62 | 94 | 26 | 62 | 94 | 26 |
Bars Traded | 6992 | 4198 | 2794 | 6992 | 4198 | 2794 |
Profit Streak | 409.8527 | 435.8527 | 409.8527 | 409.8527 | 435.8527 | 409.8527 |
Trades During Streak | 8 | 5 | 4 | 8 | 5 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62913 | -76844 | -181641 | -54817 | 742400 | 754942 |
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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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