Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104011.9261 | 933361.1304 | 170650.7957 | 37246273.4104 | 21040328.1207 | 16205945.2897 |
Total P&L (%) | 1104.0119 | 933.3611 | 170.6508 | 37246.2734 | 21040.3281 | 16205.9453 |
Avg Daily Profit (%) | 0.6016 | 0.5086 | 0.093 | 0.3233 | 0.2922 | 0.278 |
Buy And Hold Return (%) | 716.0099 | 716.0099 | 716.0099 | 716.0099 | 716.0099 | 716.0099 |
Max Trade Drawdown | -59285 | -62324 | -44693 | -17603825 | -14726228 | -9195168 |
Profit Factor | 3.3943 | 5.1789 | 1.7178 | 1.7513 | 1.7901 | 1.7062 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 50.6849 | 48.6486 | 52.7778 | 50.6849 | 48.6486 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.3026 | 5.4666 | 1.537 | 1.7039 | 1.8896 | 1.5266 |
Largest Winning Trade | 269779 | 269779 | 67439 | 9206897 | 9206897 | 8316728 |
Largest Losing Trade | -30485 | -25393 | -30485 | -6360460 | -6360460 | -4102955 |
Avg Bars in Trades | 48 | 46 | 51 | 48 | 46 | 51 |
Avg Bars in Winners | 68 | 61 | 74 | 68 | 61 | 74 |
Avg Bars in Losers | 28 | 31 | 24 | 28 | 31 | 24 |
Bars Traded | 3547 | 1708 | 1838 | 3547 | 1708 | 1838 |
Profit Streak | 48.7283 | 178.2283 | 0 | 48.7283 | 178.2283 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67607 | -51899 | -230973 | -63214 | 470046 | 442639 |
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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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