Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 874127.3035 | 840691.2338 | 33436.0697 | 11755741.8073 | 11994728.6262 | -238986.819 |
Total P&L (%) | 874.1273 | 840.6912 | 33.4361 | 11755.7418 | 11994.7286 | -238.9868 |
Avg Daily Profit (%) | 0.4451 | 0.4281 | 0.017 | 0.2434 | 0.2445 | 0 |
Buy And Hold Return (%) | 2256.5217 | 2256.5217 | 2256.5217 | 2256.5217 | 2256.5217 | 2256.5217 |
Max Trade Drawdown | -153734 | -65505 | -203023 | -7502451 | -3353048 | -6722290 |
Profit Factor | 2.7298 | 5.2528 | 1.1087 | 1.6547 | 2.4218 | 0.9749 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 40 | 24 | 16 | 40 | 24 | 16 |
Losing Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Profitability (%) | 54.0541 | 64.8649 | 43.2432 | 54.0541 | 64.8649 | 43.2432 |
Ratio Avg Win / Avg Loss | 2.3203 | 2.8453 | 1.4551 | 1.4065 | 1.3118 | 1.2795 |
Largest Winning Trade | 216133 | 216133 | 61174 | 4333280 | 3370862 | 4333280 |
Largest Losing Trade | -34243 | -34243 | -32756 | -3021638 | -3021638 | -2271249 |
Avg Bars in Trades | 49 | 36 | 62 | 49 | 36 | 62 |
Avg Bars in Winners | 66 | 48 | 94 | 66 | 48 | 94 |
Avg Bars in Losers | 29 | 15 | 38 | 29 | 15 | 38 |
Bars Traded | 3690 | 1362 | 2328 | 3690 | 1362 | 2328 |
Profit Streak | 605.9241 | 625.9241 | 605.9241 | 605.9241 | 625.9241 | 605.9241 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -217077 | -144920 | -438905 | -57402 | 492776 | -581150 |
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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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