Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031747.6652 | 829829.8131 | 201917.8521 | 52261586.672 | 51046824.6142 | 1214762.0578 |
Total P&L (%) | 1031.7477 | 829.8298 | 201.9179 | 52261.5867 | 51046.8246 | 1214.7621 |
Avg Daily Profit (%) | 0.4127 | 0.3319 | 0.0808 | 0.2507 | 0.2498 | 0.1031 |
Buy And Hold Return (%) | 744.3813 | 744.3813 | 744.3813 | 744.3813 | 744.3813 | 744.3813 |
Max Trade Drawdown | -62276 | -50879 | -56625 | -8673949 | -4912724 | -10694004 |
Profit Factor | 4.7815 | 7.3357 | 2.4233 | 2.6323 | 4.6336 | 1.0676 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 56.5217 | 54.2857 | 58.8235 | 56.5217 | 54.2857 | 58.8235 |
Ratio Avg Win / Avg Loss | 3.6781 | 6.1774 | 1.6963 | 2.0248 | 3.902 | 0.7473 |
Largest Winning Trade | 330237 | 330237 | 47587 | 26711790 | 26711790 | 4480273 |
Largest Losing Trade | -56625 | -40150 | -56625 | -8243141 | -4288501 | -8243141 |
Avg Bars in Trades | 139 | 155 | 123 | 139 | 155 | 123 |
Avg Bars in Winners | 155 | 165 | 145 | 155 | 165 | 145 |
Avg Bars in Losers | 120 | 144 | 91 | 120 | 144 | 91 |
Bars Traded | 9658 | 5459 | 4199 | 9658 | 5459 | 4199 |
Profit Streak | 147.4476 | 149.4476 | 147.4476 | 147.4476 | 149.4476 | 147.4476 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131986 | -110862 | -244577 | -90310 | 629941 | -210393 |
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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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