Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916778.6196 | 767472.7493 | 149305.8704 | 7123910.6974 | 38087463.2029 | -30963552.5055 |
Total P&L (%) | 916.7786 | 767.4727 | 149.3059 | 7123.9107 | 38087.4632 | -30963.5525 |
Avg Daily Profit (%) | 0.3665 | 0.3068 | 0.0597 | 0.1712 | 0.2379 | 0 |
Buy And Hold Return (%) | 857.0651 | 857.0651 | 857.0651 | 857.0651 | 857.0651 | 857.0651 |
Max Trade Drawdown | -94757 | -71234 | -102838 | -31688229 | -6926160 | -35880400 |
Profit Factor | 3.5082 | 7.6185 | 1.5983 | 1.1291 | 6.21 | 0.3534 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 19 | 8 | 11 | 19 | 8 | 11 |
Profitability (%) | 69.3548 | 74.1935 | 64.5161 | 69.3548 | 74.1935 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.5502 | 2.6499 | 0.8791 | 0.4989 | 2.16 | 0.1944 |
Largest Winning Trade | 176924 | 176924 | 64535 | 18247681 | 18247681 | 2552756 |
Largest Losing Trade | -90355 | -44871 | -90355 | -31540052 | -4157118 | -31540052 |
Avg Bars in Trades | 74 | 80 | 67 | 74 | 80 | 67 |
Avg Bars in Winners | 80 | 78 | 82 | 80 | 78 | 82 |
Avg Bars in Losers | 59 | 85 | 39 | 59 | 85 | 39 |
Bars Traded | 4588 | 2497 | 2091 | 4588 | 2497 | 2091 |
Profit Streak | 293.9794 | 293.9794 | 295.4794 | 293.9794 | 293.9794 | 295.4794 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -282561 | -144234 | -275951 | -227054 | 754364 | -577968 |
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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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