Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1025778.9998 | 842117.224 | 183661.7758 | 33223942.6522 | 30781473.1064 | 2442469.5458 |
Total P&L (%) | 1025.779 | 842.1172 | 183.6618 | 33223.9427 | 30781.4731 | 2442.4695 |
Avg Daily Profit (%) | 0.4101 | 0.3367 | 0.0734 | 0.2325 | 0.2295 | 0.1295 |
Buy And Hold Return (%) | 925.9009 | 925.9009 | 925.9009 | 925.9009 | 925.9009 | 925.9009 |
Max Trade Drawdown | -91898 | -94376 | -63571 | -4467208 | -2502615 | -2301280 |
Profit Factor | 4.1693 | 5.5014 | 2.3447 | 3.874 | 5.718 | 1.485 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 59.4203 | 61.7647 | 57.1429 | 59.4203 | 61.7647 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.8473 | 3.4056 | 1.7585 | 2.6456 | 3.5397 | 1.1138 |
Largest Winning Trade | 351240 | 351240 | 60955 | 19511830 | 19511830 | 1574182 |
Largest Losing Trade | -56300 | -31676 | -56300 | -2502615 | -2502615 | -1964592 |
Avg Bars in Trades | 66 | 83 | 50 | 66 | 83 | 50 |
Avg Bars in Winners | 79 | 88 | 69 | 79 | 88 | 69 |
Avg Bars in Losers | 47 | 74 | 24 | 47 | 74 | 24 |
Bars Traded | 4591 | 2830 | 1761 | 4591 | 2830 | 1761 |
Profit Streak | 126.0051 | 126.0051 | 201.5051 | 126.0051 | 126.0051 | 201.5051 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -218625 | -146334 | -254312 | -88142 | 672678 | -20100 |
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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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