Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1048220.6542 | 838886.2565 | 209334.3977 | 88374351.0789 | 83849850.5278 | 4524500.5511 |
Total P&L (%) | 1048.2207 | 838.8863 | 209.3344 | 88374.3511 | 83849.8505 | 4524.5006 |
Avg Daily Profit (%) | 0.4192 | 0.3355 | 0.0837 | 0.2717 | 0.2696 | 0.1534 |
Buy And Hold Return (%) | 734.6963 | 734.6963 | 734.6963 | 734.6963 | 734.6963 | 734.6963 |
Max Trade Drawdown | -71357 | -68449 | -46120 | -21801357 | -4803018 | -23532123 |
Profit Factor | 3.901 | 5.4665 | 2.2064 | 2.9152 | 6.6665 | 1.1443 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 59.0909 | 63.6364 | 54.5455 | 59.0909 | 63.6364 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.7007 | 3.1237 | 1.8387 | 2.0182 | 3.8094 | 0.9536 |
Largest Winning Trade | 167848 | 167848 | 64547 | 34259296 | 34259296 | 13584663 |
Largest Losing Trade | -43045 | -43045 | -26048 | -14187008 | -3679495 | -14187008 |
Avg Bars in Trades | 55 | 70 | 39 | 55 | 70 | 39 |
Avg Bars in Winners | 69 | 73 | 63 | 69 | 73 | 63 |
Avg Bars in Losers | 35 | 66 | 11 | 35 | 66 | 11 |
Bars Traded | 4874 | 3119 | 1754 | 4874 | 3119 | 1754 |
Profit Streak | 202.6698 | 203.6698 | 202.6698 | 202.6698 | 203.6698 | 202.6698 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -13288 | -101138 | -241138 | 613522 | 732511 | -54722 |
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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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