Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153063.1029 | 879032.6525 | 274030.4504 | 238209624.1722 | 203966577.2503 | 34243046.9219 |
Total P&L (%) | 1153.0631 | 879.0327 | 274.0305 | 238209.6242 | 203966.5773 | 34243.0469 |
Avg Daily Profit (%) | 0.4611 | 0.3515 | 0.1096 | 0.3115 | 0.3052 | 0.2338 |
Buy And Hold Return (%) | 721.5078 | 721.5078 | 721.5078 | 721.5078 | 721.5078 | 721.5078 |
Max Trade Drawdown | -45261 | -54430 | -33854 | -45129379 | -3029329 | -46715259 |
Profit Factor | 6.1378 | 9.3497 | 3.2998 | 5.0552 | 24.0939 | 1.6861 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 66.1972 | 65.7143 | 66.6667 | 66.1972 | 65.7143 | 66.6667 |
Ratio Avg Win / Avg Loss | 3.1342 | 4.8781 | 1.6499 | 2.5814 | 12.5707 | 0.8431 |
Largest Winning Trade | 344472 | 344472 | 42103 | 119067491 | 119067491 | 26050173 |
Largest Losing Trade | -32844 | -32844 | -31228 | -45027351 | -3029329 | -45027351 |
Avg Bars in Trades | 68 | 84 | 52 | 68 | 84 | 52 |
Avg Bars in Winners | 70 | 79 | 61 | 70 | 79 | 61 |
Avg Bars in Losers | 63 | 92 | 34 | 63 | 92 | 34 |
Bars Traded | 4828 | 2947 | 1881 | 4828 | 2947 | 1881 |
Profit Streak | 117.7687 | 117.7687 | 231.7687 | 117.7687 | 117.7687 | 231.7687 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78318 | -77400 | -202641 | -70722 | 722056 | 441250 |
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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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