Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1059905.7732 | 828632.0743 | 231273.6989 | 79782670.2905 | 65445348.8074 | 14337321.483 |
Total P&L (%) | 1059.9058 | 828.6321 | 231.2737 | 79782.6703 | 65445.3488 | 14337.3215 |
Avg Daily Profit (%) | 0.4239 | 0.3314 | 0.0925 | 0.2676 | 0.2597 | 0.1991 |
Buy And Hold Return (%) | 874.0132 | 874.0132 | 874.0132 | 874.0132 | 874.0132 | 874.0132 |
Max Trade Drawdown | -67102 | -71462 | -61510 | -2810527 | -2229488 | -1021160 |
Profit Factor | 4.7832 | 6.3378 | 2.8513 | 14.8865 | 18.7336 | 7.9773 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 70.2703 | 72.973 | 67.5676 | 70.2703 | 72.973 | 67.5676 |
Ratio Avg Win / Avg Loss | 2.0236 | 2.3473 | 1.3686 | 6.2981 | 6.9384 | 3.8291 |
Largest Winning Trade | 325803 | 325803 | 49969 | 26536880 | 26536880 | 8421354 |
Largest Losing Trade | -60990 | -40348 | -60990 | -1068488 | -1068488 | -800767 |
Avg Bars in Trades | 60 | 76 | 44 | 60 | 76 | 44 |
Avg Bars in Winners | 67 | 76 | 58 | 67 | 76 | 58 |
Avg Bars in Losers | 43 | 77 | 16 | 43 | 77 | 16 |
Bars Traded | 4488 | 2840 | 1648 | 4488 | 2840 | 1648 |
Profit Streak | 428.8004 | 440.3004 | 428.8004 | 428.8004 | 440.3004 | 428.8004 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146480 | -143730 | -227309 | -47315 | 771642 | 726465 |
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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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