Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1466100.9825 | 1436252.6432 | 29848.3393 | 108345.6979 | 4540033.4776 | -4431687.7797 |
Total P&L (%) | 1466.101 | 1436.2526 | 29.8483 | 108.3457 | 4540.0335 | -4431.6878 |
Avg Daily Profit (%) | 0.7762 | 0.7604 | 0.0158 | 0.0389 | 0.2034 | 0 |
Buy And Hold Return (%) | 328.8747 | 328.8747 | 328.8747 | 328.8747 | 328.8747 | 328.8747 |
Max Trade Drawdown | -146196 | -120858 | -92751 | -10860605 | -5333314 | -5586662 |
Profit Factor | 3.5519 | 5.8849 | 1.1064 | 1.0067 | 1.6511 | 0.524 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 54.4118 | 50 | 58.8235 | 54.4118 | 50 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.9759 | 5.8849 | 0.7745 | 0.8434 | 1.6511 | 0.3668 |
Largest Winning Trade | 1133939 | 1133939 | 62272 | 7767424 | 7767424 | 1052918 |
Largest Losing Trade | -92751 | -47515 | -92751 | -4246400 | -3576065 | -4246400 |
Avg Bars in Trades | 105 | 108 | 101 | 105 | 108 | 101 |
Avg Bars in Winners | 119 | 125 | 114 | 119 | 125 | 114 |
Avg Bars in Losers | 87 | 90 | 83 | 87 | 90 | 83 |
Bars Traded | 7144 | 3682 | 3462 | 7144 | 3682 | 3462 |
Profit Streak | 86.9826 | 126.4826 | 86.9826 | 86.9826 | 126.4826 | 86.9826 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94086 | 717304 | -440971 | -633597 | 422742 | -579093 |
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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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