Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 983189.7838 | 812059.1693 | 171130.6145 | 21370392.0892 | 22402341.5535 | -1031949.4643 |
Total P&L (%) | 983.1898 | 812.0592 | 171.1306 | 21370.3921 | 22402.3416 | -1031.9495 |
Avg Daily Profit (%) | 0.3932 | 0.3248 | 0.0684 | 0.215 | 0.2168 | 0 |
Buy And Hold Return (%) | 886.5398 | 886.5398 | 886.5398 | 886.5398 | 886.5398 | 886.5398 |
Max Trade Drawdown | -84667 | -54742 | -72728 | -4548870 | -1771036 | -4353955 |
Profit Factor | 3.9262 | 8.2361 | 1.7647 | 2.6137 | 6.8295 | 0.8902 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 67.1233 | 69.4444 | 64.8649 | 67.1233 | 69.4444 | 64.8649 |
Ratio Avg Win / Avg Loss | 1.923 | 3.6239 | 0.9559 | 1.2802 | 3.005 | 0.4822 |
Largest Winning Trade | 340743 | 340743 | 49903 | 11416924 | 11416924 | 1172326 |
Largest Losing Trade | -72728 | -26657 | -72728 | -4353955 | -1553429 | -4353955 |
Avg Bars in Trades | 65 | 71 | 58 | 65 | 71 | 58 |
Avg Bars in Winners | 71 | 75 | 67 | 71 | 75 | 67 |
Avg Bars in Losers | 52 | 64 | 41 | 52 | 64 | 41 |
Bars Traded | 4760 | 2588 | 2172 | 4760 | 2588 | 2172 |
Profit Streak | 162.4151 | 163.9151 | 162.4151 | 162.4151 | 163.9151 | 162.4151 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -187503 | -144273 | -263477 | -60300 | 740952 | -577492 |
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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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