Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1725463.6706 | 1576734.6985 | 148728.972 | -14142074.6445 | -3290762.3497 | -10851312.2948 |
Total P&L (%) | 1725.4637 | 1576.7347 | 148.729 | -14142.0746 | -3290.7624 | -10851.3123 |
Avg Daily Profit (%) | 0.7636 | 0.6978 | 0.0658 | 0 | 0 | 0 |
Buy And Hold Return (%) | 425.1266 | 425.1266 | 425.1266 | 425.1266 | 425.1266 | 425.1266 |
Max Trade Drawdown | -114056 | -62216 | -130695 | -17356951 | -10060452 | -10888968 |
Profit Factor | 4.937 | 8.6182 | 1.643 | 0.6006 | 0.8253 | 0.3451 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 36 | 15 | 21 | 26 | 16 | 10 |
Losing Trades | 23 | 14 | 9 | 33 | 13 | 20 |
Profitability (%) | 61.0169 | 51.7241 | 70 | 44.0678 | 55.1724 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.1542 | 8.0437 | 0.7042 | 0.7623 | 0.6706 | 0.6902 |
Largest Winning Trade | 1130318 | 1130318 | 54218 | 5451706 | 5451706 | 3172162 |
Largest Losing Trade | -114056 | -32245 | -114056 | -7368678 | -7368678 | -3313787 |
Avg Bars in Trades | 107 | 130 | 85 | 107 | 130 | 85 |
Avg Bars in Winners | 118 | 155 | 91 | 101 | 118 | 74 |
Avg Bars in Losers | 91 | 103 | 71 | 112 | 145 | 91 |
Bars Traded | 6347 | 3782 | 2565 | 6347 | 3782 | 2565 |
Profit Streak | 127.8122 | 127.8122 | 223.4789 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158286 | 686695 | -266972 | -762584 | -580162 | -587306 |
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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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