Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1176131.0651 | 935547.9701 | 240583.095 | 114217240.8657 | 92213017.0954 | 22004223.7703 |
Total P&L (%) | 1176.1311 | 935.548 | 240.5831 | 114217.2409 | 92213.0171 | 22004.2238 |
Avg Daily Profit (%) | 0.4704 | 0.3742 | 0.0962 | 0.282 | 0.2734 | 0.2161 |
Buy And Hold Return (%) | 775.1538 | 775.1538 | 775.1538 | 775.1538 | 775.1538 | 775.1538 |
Max Trade Drawdown | -70601 | -45759 | -53340 | -11095367 | -3185608 | -16006497 |
Profit Factor | 4.4401 | 7.814 | 2.1759 | 4.4909 | 10.0087 | 1.9787 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 61.039 | 55.2632 | 66.6667 | 61.039 | 55.2632 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.8341 | 6.3256 | 1.088 | 2.8665 | 8.1023 | 0.9894 |
Largest Winning Trade | 379815 | 379815 | 44546 | 40243435 | 40243435 | 9789553 |
Largest Losing Trade | -51126 | -38271 | -51126 | -9053874 | -2709474 | -9053874 |
Avg Bars in Trades | 94 | 102 | 86 | 94 | 102 | 86 |
Avg Bars in Winners | 102 | 108 | 98 | 102 | 108 | 98 |
Avg Bars in Losers | 81 | 95 | 63 | 81 | 95 | 63 |
Bars Traded | 7267 | 3896 | 3371 | 7267 | 3896 | 3371 |
Profit Streak | 161.633 | 161.633 | 246.2997 | 161.633 | 161.633 | 246.2997 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35531 | -81687 | -223703 | -26997 | 678771 | 457727 |
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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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