Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1065486.2243 | 885180.3968 | 180305.8275 | 36426472.6246 | 40326357.8677 | -3899885.2431 |
Total P&L (%) | 1065.4862 | 885.1804 | 180.3058 | 36426.4726 | 40326.3579 | -3899.8852 |
Avg Daily Profit (%) | 0.4261 | 0.354 | 0.0721 | 0.2363 | 0.2403 | 0 |
Buy And Hold Return (%) | 869.8891 | 869.8891 | 869.8891 | 869.8891 | 869.8891 | 869.8891 |
Max Trade Drawdown | -112576 | -28085 | -92049 | -22717643 | -3407190 | -22205158 |
Profit Factor | 4.7257 | 8.1274 | 2.1144 | 2.0005 | 4.6757 | 0.8467 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 62.1212 | 54.5455 | 69.697 | 62.1212 | 54.5455 | 69.697 |
Ratio Avg Win / Avg Loss | 2.8815 | 6.7728 | 0.9193 | 1.2198 | 3.8965 | 0.3681 |
Largest Winning Trade | 331053 | 331053 | 47644 | 17171197 | 17171197 | 4679337 |
Largest Losing Trade | -67811 | -23157 | -67811 | -15097823 | -2119942 | -15097823 |
Avg Bars in Trades | 69 | 84 | 54 | 69 | 84 | 54 |
Avg Bars in Winners | 76 | 100 | 57 | 76 | 100 | 57 |
Avg Bars in Losers | 58 | 65 | 48 | 58 | 65 | 48 |
Bars Traded | 4584 | 2791 | 1793 | 4584 | 2791 | 1793 |
Profit Streak | 144.1881 | 144.1881 | 191.6881 | 144.1881 | 144.1881 | 191.6881 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -203805 | -140900 | -257309 | -114508 | 628767 | -576890 |
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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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