Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1194737.3053 | 959279.4391 | 235457.8661 | 106565697.1228 | 87525760.0325 | 19039937.0902 |
Total P&L (%) | 1194.7373 | 959.2794 | 235.4579 | 106565.6971 | 87525.76 | 19039.9371 |
Avg Daily Profit (%) | 0.4778 | 0.3836 | 0.0942 | 0.2792 | 0.2713 | 0.2104 |
Buy And Hold Return (%) | 813.4439 | 813.4439 | 813.4439 | 813.4439 | 813.4439 | 813.4439 |
Max Trade Drawdown | -68211 | -54140 | -57248 | -9823447 | -4525188 | -7451193 |
Profit Factor | 5.3382 | 8.2753 | 2.6403 | 4.981 | 7.8687 | 2.3575 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 64.1791 | 57.5758 | 70.5882 | 64.1791 | 57.5758 | 70.5882 |
Ratio Avg Win / Avg Loss | 2.9794 | 6.0976 | 1.1001 | 2.7801 | 5.798 | 0.9823 |
Largest Winning Trade | 373714 | 373714 | 49170 | 43671488 | 43671488 | 6714147 |
Largest Losing Trade | -57248 | -39397 | -57248 | -7451193 | -4525188 | -7451193 |
Avg Bars in Trades | 70 | 76 | 64 | 70 | 76 | 64 |
Avg Bars in Winners | 71 | 72 | 70 | 71 | 72 | 70 |
Avg Bars in Losers | 68 | 82 | 49 | 68 | 82 | 49 |
Bars Traded | 4713 | 2529 | 2184 | 4713 | 2529 | 2184 |
Profit Streak | 88.8768 | 89.8768 | 88.8768 | 88.8768 | 89.8768 | 88.8768 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119694 | -90349 | -225897 | -101705 | 672899 | 469750 |
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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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