Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 973381.6197 | 792161.4004 | 181220.2193 | 37928793.8791 | 57175880.3777 | -19247086.4986 |
Total P&L (%) | 973.3816 | 792.1614 | 181.2202 | 37928.7939 | 57175.8804 | -19247.0865 |
Avg Daily Profit (%) | 0.3892 | 0.3167 | 0.0725 | 0.2378 | 0.2542 | 0 |
Buy And Hold Return (%) | 868.1307 | 868.1307 | 868.1307 | 868.1307 | 868.1307 | 868.1307 |
Max Trade Drawdown | -66627 | -71033 | -65699 | -34134598 | -5807473 | -34828489 |
Profit Factor | 3.9042 | 6.3944 | 1.9623 | 1.7771 | 7.533 | 0.5195 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Profitability (%) | 69.697 | 66.6667 | 72.7273 | 69.697 | 66.6667 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.6975 | 3.1972 | 0.7359 | 0.7727 | 3.7665 | 0.1948 |
Largest Winning Trade | 162825 | 162825 | 61032 | 32472477 | 32472477 | 4868246 |
Largest Losing Trade | -64287 | -45657 | -64287 | -33696474 | -4290311 | -33696474 |
Avg Bars in Trades | 73 | 86 | 60 | 73 | 86 | 60 |
Avg Bars in Winners | 80 | 88 | 72 | 80 | 88 | 72 |
Avg Bars in Losers | 56 | 81 | 26 | 56 | 81 | 26 |
Bars Traded | 4835 | 2850 | 1985 | 4835 | 2850 | 1985 |
Profit Streak | 281.1593 | 281.1593 | 285.1593 | 281.1593 | 281.1593 | 285.1593 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -235923 | -144729 | -256730 | -115556 | 738518 | -576486 |
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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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