Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923404.103 | 753044.7795 | 170359.3235 | 30917463.1874 | 34461630.1196 | -3544166.9323 |
Total P&L (%) | 923.4041 | 753.0448 | 170.3593 | 30917.4632 | 34461.6301 | -3544.1669 |
Avg Daily Profit (%) | 0.3693 | 0.3012 | 0.0681 | 0.2297 | 0.234 | 0 |
Buy And Hold Return (%) | 815.2287 | 815.2287 | 815.2287 | 815.2287 | 815.2287 | 815.2287 |
Max Trade Drawdown | -69203 | -72222 | -69997 | -11929706 | -2693869 | -12964828 |
Profit Factor | 3.572 | 5.7908 | 1.8441 | 2.3356 | 6.4785 | 0.7898 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 64.7887 | 65.7143 | 63.8889 | 64.7887 | 65.7143 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.9413 | 3.0213 | 1.0423 | 1.2693 | 3.3801 | 0.4464 |
Largest Winning Trade | 172259 | 172259 | 60408 | 17108767 | 17108767 | 4058588 |
Largest Losing Trade | -59170 | -47203 | -59170 | -6148748 | -1929892 | -6148748 |
Avg Bars in Trades | 66 | 78 | 55 | 66 | 78 | 55 |
Avg Bars in Winners | 68 | 65 | 70 | 68 | 65 | 70 |
Avg Bars in Losers | 64 | 101 | 29 | 64 | 101 | 29 |
Bars Traded | 4737 | 2733 | 2004 | 4737 | 2733 | 2004 |
Profit Streak | 129.3631 | 129.3631 | 209.8631 | 129.3631 | 129.3631 | 209.8631 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -195994 | -145905 | -262582 | -76103 | 700264 | -578004 |
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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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