Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1018903.9043 | 795362.1171 | 223541.7872 | 102472562.0422 | 85293954.1211 | 17178607.9211 |
Total P&L (%) | 1018.9039 | 795.3621 | 223.5418 | 102472.562 | 85293.9541 | 17178.6079 |
Avg Daily Profit (%) | 0.4071 | 0.3178 | 0.0893 | 0.2774 | 0.2701 | 0.2061 |
Buy And Hold Return (%) | 799.4171 | 799.4171 | 799.4171 | 799.4171 | 799.4171 | 799.4171 |
Max Trade Drawdown | -48258 | -59142 | -48813 | -6249079 | -4074704 | -4331726 |
Profit Factor | 5.3578 | 7.8818 | 2.8906 | 6.9423 | 9.376 | 3.4327 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 64.3836 | 63.8889 | 64.8649 | 64.3836 | 63.8889 | 64.8649 |
Ratio Avg Win / Avg Loss | 2.9639 | 4.4549 | 1.5658 | 3.8404 | 5.2995 | 1.8594 |
Largest Winning Trade | 297970 | 297970 | 48383 | 51109908 | 51109908 | 10078335 |
Largest Losing Trade | -28182 | -28182 | -25675 | -3150365 | -3098714 | -3150365 |
Avg Bars in Trades | 95 | 112 | 79 | 95 | 112 | 79 |
Avg Bars in Winners | 108 | 119 | 98 | 108 | 119 | 98 |
Avg Bars in Losers | 71 | 99 | 44 | 71 | 99 | 44 |
Bars Traded | 6983 | 4043 | 2939 | 6983 | 4043 | 2939 |
Profit Streak | 138.1298 | 138.1298 | 209.1298 | 138.1298 | 138.1298 | 209.1298 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135278 | -145836 | -231062 | -55556 | 703202 | 632259 |
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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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