Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964214.2425 | 782182.0697 | 182032.1728 | 43425625.4173 | 73120364.8394 | -29694739.4221 |
Total P&L (%) | 964.2142 | 782.1821 | 182.0322 | 43425.6254 | 73120.3648 | -29694.7394 |
Avg Daily Profit (%) | 0.3856 | 0.3128 | 0.0728 | 0.2433 | 0.2641 | 0 |
Buy And Hold Return (%) | 818.2142 | 818.2142 | 818.2142 | 818.2142 | 818.2142 | 818.2142 |
Max Trade Drawdown | -90370 | -62892 | -73282 | -48201482 | -4539719 | -43875662 |
Profit Factor | 4.5245 | 7.8833 | 2.1381 | 1.7139 | 8.9087 | 0.4243 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 15 | 8 | 7 | 15 | 8 | 7 |
Profitability (%) | 75 | 73.3333 | 76.6667 | 75 | 73.3333 | 76.6667 |
Ratio Avg Win / Avg Loss | 1.5082 | 2.8667 | 0.6507 | 0.5713 | 3.2395 | 0.1291 |
Largest Winning Trade | 174560 | 174560 | 64372 | 43913482 | 43913482 | 4342439 |
Largest Losing Trade | -55339 | -42298 | -55339 | -38292359 | -4539719 | -38292359 |
Avg Bars in Trades | 76 | 90 | 62 | 76 | 90 | 62 |
Avg Bars in Winners | 75 | 75 | 75 | 75 | 75 | 75 |
Avg Bars in Losers | 79 | 131 | 18 | 79 | 131 | 18 |
Bars Traded | 4588 | 2719 | 1869 | 4588 | 2719 | 1869 |
Profit Streak | 74.653 | 291.153 | 0 | 74.653 | 291.153 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -262894 | -143900 | -256821 | -160823 | 772593 | -577368 |
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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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