Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1121304.5057 | 903370.3403 | 217934.1654 | 92902303.448 | 87651683.5879 | 5250619.8602 |
Total P&L (%) | 1121.3045 | 903.3703 | 217.9342 | 92902.3034 | 87651.6836 | 5250.6199 |
Avg Daily Profit (%) | 0.4485 | 0.3613 | 0.0872 | 0.2738 | 0.2715 | 0.1593 |
Buy And Hold Return (%) | 802.5471 | 802.5471 | 802.5471 | 802.5471 | 802.5471 | 802.5471 |
Max Trade Drawdown | -80702 | -53027 | -52418 | -25465686 | -11557896 | -20442266 |
Profit Factor | 4.9915 | 6.9396 | 2.6916 | 2.7095 | 4.2144 | 1.1939 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 61.1111 | 55.5556 | 66.6667 | 61.1111 | 55.5556 | 66.6667 |
Ratio Avg Win / Avg Loss | 3.1764 | 5.5517 | 1.3458 | 1.7242 | 3.3715 | 0.597 |
Largest Winning Trade | 327809 | 327809 | 50061 | 54744796 | 54744796 | 5340381 |
Largest Losing Trade | -39135 | -23867 | -39135 | -12444503 | -4810695 | -12444503 |
Avg Bars in Trades | 63 | 75 | 51 | 63 | 75 | 51 |
Avg Bars in Winners | 76 | 93 | 61 | 76 | 93 | 61 |
Avg Bars in Losers | 44 | 53 | 31 | 44 | 53 | 31 |
Bars Traded | 4586 | 2727 | 1859 | 4586 | 2727 | 1859 |
Profit Streak | 146.1761 | 146.1761 | 173.6761 | 146.1761 | 146.1761 | 173.6761 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104936 | -107067 | -235200 | -66839 | 631711 | 58296 |
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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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