Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001995.0402 | 840870.7737 | 161124.2666 | 25776216.4699 | 27249686.2393 | -1473469.7694 |
Total P&L (%) | 1001.995 | 840.8708 | 161.1243 | 25776.2165 | 27249.6862 | -1473.4698 |
Avg Daily Profit (%) | 0.4007 | 0.3363 | 0.0644 | 0.2224 | 0.2246 | 0 |
Buy And Hold Return (%) | 769.273 | 769.273 | 769.273 | 769.273 | 769.273 | 769.273 |
Max Trade Drawdown | -127321 | -98831 | -40055 | -12043131 | -6181770 | -7734408 |
Profit Factor | 3.5076 | 4.7234 | 1.9274 | 2.1629 | 3.3873 | 0.8629 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 57.3333 | 54.0541 | 60.5263 | 57.3333 | 54.0541 | 60.5263 |
Ratio Avg Win / Avg Loss | 2.6103 | 4.0149 | 1.257 | 1.6096 | 2.8792 | 0.5628 |
Largest Winning Trade | 375220 | 375220 | 44857 | 23295846 | 23295846 | 2944910 |
Largest Losing Trade | -46904 | -46904 | -29655 | -7245871 | -5650573 | -7245871 |
Avg Bars in Trades | 93 | 113 | 72 | 93 | 113 | 72 |
Avg Bars in Winners | 107 | 125 | 91 | 107 | 125 | 91 |
Avg Bars in Losers | 73 | 99 | 43 | 73 | 99 | 43 |
Bars Traded | 6976 | 4209 | 2767 | 6976 | 4209 | 2767 |
Profit Streak | 94.7068 | 130.3734 | 94.7068 | 94.7068 | 130.3734 | 94.7068 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114296 | -118928 | -268188 | -46746 | 569685 | -578841 |
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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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