Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 954359.7389 | 800634.7183 | 153725.0207 | 20913019.1813 | 22983226.4507 | -2070207.2693 |
Total P&L (%) | 954.3597 | 800.6347 | 153.725 | 20913.0192 | 22983.2265 | -2070.2073 |
Avg Daily Profit (%) | 0.3816 | 0.3202 | 0.0615 | 0.2141 | 0.2178 | 0 |
Buy And Hold Return (%) | 778.8642 | 778.8642 | 778.8642 | 778.8642 | 778.8642 | 778.8642 |
Max Trade Drawdown | -60858 | -59895 | -55551 | -7783349 | -2459714 | -8861229 |
Profit Factor | 3.7489 | 6.6422 | 1.7489 | 2.1676 | 4.9373 | 0.8285 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 66.6667 | 64.7059 | 68.5714 | 66.6667 | 64.7059 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.8745 | 3.623 | 0.8016 | 1.0838 | 2.6931 | 0.3798 |
Largest Winning Trade | 365454 | 365454 | 43479 | 14808748 | 14808748 | 1584307 |
Largest Losing Trade | -50498 | -39019 | -50498 | -6301981 | -1481367 | -6301981 |
Avg Bars in Trades | 105 | 115 | 95 | 105 | 115 | 95 |
Avg Bars in Winners | 110 | 119 | 102 | 110 | 119 | 102 |
Avg Bars in Losers | 94 | 108 | 78 | 94 | 108 | 78 |
Bars Traded | 7269 | 3941 | 3328 | 7269 | 3941 | 3328 |
Profit Streak | 223.038 | 223.038 | 233.7047 | 223.038 | 223.038 | 233.7047 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181643 | -136625 | -272328 | -91263 | 676883 | -577025 |
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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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