Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1128639.4711 | 945755.806 | 182883.665 | 36972175.5847 | 33523647.33 | 3448528.2547 |
Total P&L (%) | 1128.6395 | 945.7558 | 182.8837 | 36972.1756 | 33523.6473 | 3448.5283 |
Avg Daily Profit (%) | 0.4514 | 0.3782 | 0.0731 | 0.2369 | 0.2329 | 0.1428 |
Buy And Hold Return (%) | 890.7262 | 890.7262 | 890.7262 | 890.7262 | 890.7262 | 890.7262 |
Max Trade Drawdown | -94912 | -49181 | -60769 | -10934883 | -5170868 | -6592623 |
Profit Factor | 4.83 | 6.6914 | 2.4231 | 3.5877 | 5.6651 | 1.4856 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 58.4615 | 56.25 | 60.6061 | 58.4615 | 56.25 | 60.6061 |
Ratio Avg Win / Avg Loss | 3.4318 | 5.2044 | 1.575 | 2.5492 | 4.4062 | 0.9656 |
Largest Winning Trade | 318044 | 318044 | 49291 | 16750318 | 16750318 | 1735814 |
Largest Losing Trade | -49181 | -49181 | -34432 | -4908233 | -4908233 | -3177995 |
Avg Bars in Trades | 70 | 90 | 51 | 70 | 90 | 51 |
Avg Bars in Winners | 90 | 115 | 68 | 90 | 115 | 68 |
Avg Bars in Losers | 42 | 58 | 24 | 42 | 58 | 24 |
Bars Traded | 4575 | 2892 | 1683 | 4575 | 2892 | 1683 |
Profit Streak | 413.8744 | 413.8744 | 415.3744 | 413.8744 | 413.8744 | 415.3744 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -198312 | -126350 | -253740 | -118376 | 673898 | -2015 |
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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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