Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069603.3108 | 842774.7546 | 226828.5562 | 64795792.22 | 51423854.4183 | 13371937.8017 |
Total P&L (%) | 1069.6033 | 842.7748 | 226.8286 | 64795.7922 | 51423.8544 | 13371.9378 |
Avg Daily Profit (%) | 0.4266 | 0.3362 | 0.0905 | 0.2586 | 0.2494 | 0.1958 |
Buy And Hold Return (%) | 758.2995 | 758.2995 | 758.2995 | 758.2995 | 758.2995 | 758.2995 |
Max Trade Drawdown | -87648 | -73005 | -90480 | -1562699 | -1063232 | -1607098 |
Profit Factor | 5.4588 | 8.5239 | 2.7739 | 21.8129 | 45.8627 | 7.7981 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 13 | 6 | 7 | 13 | 6 | 7 |
Profitability (%) | 77.193 | 78.5714 | 75.8621 | 77.193 | 78.5714 | 75.8621 |
Ratio Avg Win / Avg Loss | 1.6128 | 2.3247 | 0.8826 | 6.4447 | 12.508 | 2.4812 |
Largest Winning Trade | 367678 | 367678 | 52129 | 26022216 | 26022216 | 5038267 |
Largest Losing Trade | -63203 | -31910 | -63203 | -1019023 | -508951 | -1019023 |
Avg Bars in Trades | 80 | 97 | 64 | 80 | 97 | 64 |
Avg Bars in Winners | 86 | 103 | 69 | 86 | 103 | 69 |
Avg Bars in Losers | 62 | 76 | 50 | 62 | 76 | 50 |
Bars Traded | 4613 | 2740 | 1873 | 4613 | 2740 | 1873 |
Profit Streak | 933.6366 | 1152.6366 | 933.6366 | 933.6366 | 1152.6366 | 933.6366 |
Trades During Streak | 20 | 12 | 10 | 20 | 12 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -194399 | -129296 | -230700 | -157380 | 38925 | 765354 |
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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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