Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1009949.8179 | 805906.521 | 204043.2969 | 59012955.8108 | 52338118.192 | 6674837.6188 |
Total P&L (%) | 1009.9498 | 805.9065 | 204.0433 | 59012.9558 | 52338.1182 | 6674.8376 |
Avg Daily Profit (%) | 0.4039 | 0.3223 | 0.0816 | 0.2556 | 0.2508 | 0.1687 |
Buy And Hold Return (%) | 894.7835 | 894.7835 | 894.7835 | 894.7835 | 894.7835 | 894.7835 |
Max Trade Drawdown | -76957 | -47704 | -64531 | -8344229 | -5040090 | -7906748 |
Profit Factor | 4.3326 | 7.0726 | 2.1979 | 3.9466 | 8.6219 | 1.5072 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 69.7368 | 73.6842 | 65.7895 | 69.7368 | 73.6842 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.8802 | 2.5259 | 1.1429 | 1.7127 | 3.0793 | 0.7837 |
Largest Winning Trade | 180305 | 180305 | 47864 | 19831460 | 19831460 | 4421433 |
Largest Losing Trade | -54046 | -40987 | -54046 | -6402893 | -4198023 | -6402893 |
Avg Bars in Trades | 61 | 84 | 38 | 61 | 84 | 38 |
Avg Bars in Winners | 52 | 58 | 46 | 52 | 58 | 46 |
Avg Bars in Losers | 81 | 157 | 23 | 81 | 157 | 23 |
Bars Traded | 4682 | 3223 | 1459 | 4682 | 3223 | 1459 |
Profit Streak | 293.9555 | 340.4555 | 293.9555 | 293.9555 | 340.4555 | 293.9555 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158199 | -143679 | -243684 | -34015 | 773536 | 377337 |
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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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