Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1209419.5518 | 946439.3788 | 262980.173 | 224335034.318 | 187003241.5337 | 37331792.7843 |
Total P&L (%) | 1209.4196 | 946.4394 | 262.9802 | 224335.0343 | 187003.2415 | 37331.7928 |
Avg Daily Profit (%) | 0.4838 | 0.3786 | 0.1052 | 0.3091 | 0.3018 | 0.2373 |
Buy And Hold Return (%) | 714.0602 | 714.0602 | 714.0602 | 714.0602 | 714.0602 | 714.0602 |
Max Trade Drawdown | -54542 | -66668 | -22861 | -8558871 | -7222232 | -3280413 |
Profit Factor | 6.2498 | 7.3841 | 4.2022 | 11.1928 | 13.8877 | 5.9783 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 66.1765 | 67.6471 | 64.7059 | 66.1765 | 67.6471 | 64.7059 |
Ratio Avg Win / Avg Loss | 3.1943 | 3.5315 | 2.2921 | 5.7208 | 6.642 | 3.2609 |
Largest Winning Trade | 336509 | 336509 | 54461 | 98134522 | 98134522 | 18847204 |
Largest Losing Trade | -33943 | -33943 | -22861 | -3900797 | -3900797 | -3280413 |
Avg Bars in Trades | 68 | 86 | 50 | 68 | 86 | 50 |
Avg Bars in Winners | 79 | 90 | 67 | 79 | 90 | 67 |
Avg Bars in Losers | 47 | 77 | 20 | 47 | 77 | 20 |
Bars Traded | 4661 | 2933 | 1728 | 4661 | 2933 | 1728 |
Profit Streak | 116.4393 | 116.4393 | 117.4393 | 116.4393 | 116.4393 | 117.4393 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -100384 | -43605 | -208664 | -92946 | 729739 | 695592 |
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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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