Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134559.7541 | 867956.0131 | 266603.7409 | 166518466.0166 | 138290497.1672 | 28227968.8494 |
Total P&L (%) | 1134.5598 | 867.956 | 266.6037 | 166518.466 | 138290.4972 | 28227.9688 |
Avg Daily Profit (%) | 0.4537 | 0.3471 | 0.1066 | 0.2971 | 0.2897 | 0.2261 |
Buy And Hold Return (%) | 919.1389 | 919.1389 | 919.1389 | 919.1389 | 919.1389 | 919.1389 |
Max Trade Drawdown | -93892 | -87043 | -32790 | -8235236 | -3243453 | -8235236 |
Profit Factor | 5.6098 | 7.1371 | 3.5465 | 12.4246 | 36.5602 | 3.6415 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 68.6567 | 66.6667 | 70.5882 | 68.6567 | 66.6667 | 70.5882 |
Ratio Avg Win / Avg Loss | 2.561 | 3.5686 | 1.4777 | 5.6721 | 18.2801 | 1.5173 |
Largest Winning Trade | 315502 | 315502 | 59831 | 77855006 | 77855006 | 15681114 |
Largest Losing Trade | -38226 | -38226 | -32790 | -8235236 | -1274928 | -8235236 |
Avg Bars in Trades | 68 | 82 | 54 | 68 | 82 | 54 |
Avg Bars in Winners | 81 | 102 | 62 | 81 | 102 | 62 |
Avg Bars in Losers | 38 | 42 | 34 | 38 | 42 | 34 |
Bars Traded | 4575 | 2724 | 1851 | 4575 | 2724 | 1851 |
Profit Streak | 193.3826 | 620.8826 | 193.3826 | 193.3826 | 620.8826 | 193.3826 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -191608 | -144453 | -207179 | -99799 | 750013 | 672680 |
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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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