Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173843.7384 | 913855.3908 | 259988.3476 | 203902958.7927 | 175828673.0396 | 28074285.7531 |
Total P&L (%) | 1173.8437 | 913.8554 | 259.9883 | 203902.9588 | 175828.673 | 28074.2858 |
Avg Daily Profit (%) | 0.4695 | 0.3655 | 0.104 | 0.3053 | 0.2993 | 0.2259 |
Buy And Hold Return (%) | 825.2893 | 825.2893 | 825.2893 | 825.2893 | 825.2893 | 825.2893 |
Max Trade Drawdown | -79668 | -76890 | -60979 | -10460711 | -7969469 | -3903110 |
Profit Factor | 5.124 | 7.1092 | 2.9251 | 9.729 | 13.9214 | 3.8789 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 69.2308 | 71.7949 | 66.6667 | 69.2308 | 71.7949 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.2773 | 2.7929 | 1.4626 | 4.324 | 5.4691 | 1.9395 |
Largest Winning Trade | 325803 | 325803 | 47351 | 81940101 | 81940101 | 19400533 |
Largest Losing Trade | -60979 | -44726 | -60979 | -3832564 | -2560017 | -3832564 |
Avg Bars in Trades | 88 | 103 | 74 | 88 | 103 | 74 |
Avg Bars in Winners | 101 | 97 | 107 | 101 | 97 | 107 |
Avg Bars in Losers | 59 | 120 | 8 | 59 | 120 | 8 |
Bars Traded | 6937 | 4048 | 2889 | 6937 | 4048 | 2889 |
Profit Streak | 430.2344 | 432.5677 | 430.2344 | 430.2344 | 432.5677 | 430.2344 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50750 | -110207 | -211947 | -17129 | 778240 | 675056 |
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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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