Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049502.2795 | 798026.6914 | 251475.5881 | 102364312.0878 | 94508312.881 | 7855999.2068 |
Total P&L (%) | 1049.5023 | 798.0267 | 251.4756 | 102364.3121 | 94508.3129 | 7855.9992 |
Avg Daily Profit (%) | 0.4197 | 0.3191 | 0.1006 | 0.2776 | 0.2744 | 0.1752 |
Buy And Hold Return (%) | 853.1053 | 853.1053 | 853.1053 | 853.1053 | 853.1053 | 853.1053 |
Max Trade Drawdown | -102602 | -87453 | -64572 | -16351710 | -3902387 | -20563811 |
Profit Factor | 4.2583 | 6.2628 | 2.4753 | 3.6589 | 11.7438 | 1.2645 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 71.2329 | 72.2222 | 70.2703 | 71.2329 | 72.2222 | 70.2703 |
Ratio Avg Win / Avg Loss | 1.7197 | 2.4088 | 1.0472 | 1.4776 | 4.5169 | 0.535 |
Largest Winning Trade | 171121 | 171121 | 60950 | 34498609 | 34498609 | 12266338 |
Largest Losing Trade | -64572 | -46062 | -64572 | -11268298 | -2302116 | -11268298 |
Avg Bars in Trades | 94 | 109 | 80 | 94 | 109 | 80 |
Avg Bars in Winners | 109 | 107 | 110 | 109 | 107 | 110 |
Avg Bars in Losers | 58 | 112 | 8 | 58 | 112 | 8 |
Bars Traded | 6902 | 3930 | 2972 | 6902 | 3930 | 2972 |
Profit Streak | 289.9873 | 453.3206 | 289.9873 | 289.9873 | 453.3206 | 289.9873 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148823 | -143923 | -216912 | -57433 | 773006 | 360251 |
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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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