Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1450469.6469 | 1402206.5956 | 48263.0513 | 19108643.9411 | 39008852.3851 | -19900208.444 |
Total P&L (%) | 1450.4696 | 1402.2066 | 48.2631 | 19108.6439 | 39008.8524 | -19900.2084 |
Avg Daily Profit (%) | 0.6383 | 0.617 | 0.0212 | 0.2316 | 0.263 | 0 |
Buy And Hold Return (%) | 8337.6549 | 8337.6549 | 8337.6549 | 8337.6549 | 8337.6549 | 8337.6549 |
Max Trade Drawdown | -108389 | -82380 | -47413 | -48926349 | -23288031 | -27517574 |
Profit Factor | 5.7859 | 8.7428 | 1.3957 | 1.261 | 2.0297 | 0.4366 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 64.6154 | 59.375 | 69.697 | 64.6154 | 59.375 | 69.697 |
Ratio Avg Win / Avg Loss | 3.1684 | 5.9819 | 0.6068 | 0.6906 | 1.3888 | 0.1898 |
Largest Winning Trade | 718391 | 718391 | 20507 | 39926375 | 39926375 | 4618801 |
Largest Losing Trade | -56471 | -56471 | -30521 | -20484935 | -12651181 | -20484935 |
Avg Bars in Trades | 117 | 230 | 9 | 117 | 230 | 9 |
Avg Bars in Winners | 39 | 77 | 8 | 39 | 77 | 8 |
Avg Bars in Losers | 260 | 453 | 10 | 260 | 453 | 10 |
Bars Traded | 7669 | 7361 | 308 | 7669 | 7361 | 308 |
Profit Streak | 130.6177 | 0 | 289.3677 | 130.6177 | 0 | 289.3677 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -279160 | -144464 | -327490 | -131993 | 391918 | -577003 |
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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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