Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946337.071 | 773792.0334 | 172545.0377 | 17026126.5961 | 31461303.9984 | -14435177.4023 |
Total P&L (%) | 946.3371 | 773.792 | 172.545 | 17026.1266 | 31461.304 | -14435.1774 |
Avg Daily Profit (%) | 0.3785 | 0.3095 | 0.069 | 0.2059 | 0.2304 | 0 |
Buy And Hold Return (%) | 687.6629 | 687.6629 | 687.6629 | 687.6629 | 687.6629 | 687.6629 |
Max Trade Drawdown | -82725 | -24741 | -82725 | -16128327 | -4007473 | -16906705 |
Profit Factor | 4.141 | 9.8749 | 1.8059 | 1.5467 | 5.6625 | 0.4083 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 70.6897 | 72.4138 | 68.9655 | 70.6897 | 72.4138 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.717 | 3.7619 | 0.8127 | 0.6413 | 2.1572 | 0.1837 |
Largest Winning Trade | 218452 | 218452 | 54833 | 18385554 | 18385554 | 1558536 |
Largest Losing Trade | -82725 | -23883 | -82725 | -10022399 | -4007473 | -10022399 |
Avg Bars in Trades | 164 | 185 | 143 | 164 | 185 | 143 |
Avg Bars in Winners | 173 | 193 | 152 | 173 | 193 | 152 |
Avg Bars in Losers | 143 | 165 | 123 | 143 | 165 | 123 |
Bars Traded | 9547 | 5391 | 4156 | 9547 | 5391 | 4156 |
Profit Streak | 167.0723 | 167.3223 | 167.0723 | 167.0723 | 167.3223 | 167.0723 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -207484 | -105492 | -262937 | -167450 | 734261 | -577794 |
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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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