Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814634.1888 | 765349.6833 | 49284.5055 | 13155115.1273 | 12627721.3887 | 527393.7387 |
Total P&L (%) | 814.6342 | 765.3497 | 49.2845 | 13155.1151 | 12627.7214 | 527.3937 |
Avg Daily Profit (%) | 0.3257 | 0.306 | 0.0197 | 0.1956 | 0.1939 | 0.0734 |
Buy And Hold Return (%) | 3169.9569 | 3169.9569 | 3169.9569 | 3169.9569 | 3169.9569 | 3169.9569 |
Max Trade Drawdown | -50060 | -30907 | -56243 | -2779261 | -1570642 | -2688081 |
Profit Factor | 3.5804 | 8.8917 | 1.2253 | 2.449 | 4.4779 | 1.0968 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 55 | 63.3333 | 46.6667 | 55 | 63.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.9294 | 5.1479 | 1.4004 | 2.0037 | 2.5925 | 1.2535 |
Largest Winning Trade | 301132 | 301132 | 60799 | 4180630 | 4180630 | 2446690 |
Largest Losing Trade | -36813 | -20511 | -36813 | -1619118 | -1570642 | -1619118 |
Avg Bars in Trades | 161 | 171 | 150 | 161 | 171 | 150 |
Avg Bars in Winners | 220 | 213 | 229 | 220 | 213 | 229 |
Avg Bars in Losers | 88 | 98 | 81 | 88 | 98 | 81 |
Bars Traded | 9667 | 5148 | 4519 | 9667 | 5148 | 4519 |
Profit Streak | 86.0925 | 181.5925 | 0 | 86.0925 | 181.5925 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -322205 | -145654 | -334031 | -161716 | 569271 | -375637 |
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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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