Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 63032.4952 | 329577.9679 | -266545.4728 | 13487965.6402 | -3440708.8567 | 16928674.497 |
Total P&L (%) | 63.0325 | 329.578 | -266.5455 | 13487.9656 | -3440.7089 | 16928.6745 |
Avg Daily Profit (%) | 0.0252 | 0.1318 | -0.1066 | 0.1966 | 0 | 0.2057 |
Buy And Hold Return (%) | 865.3152 | 865.3152 | 865.3152 | 865.3152 | 865.3152 | 865.3152 |
Max Trade Drawdown | -271508 | -62872 | -341375 | -10543498 | -8678521 | -6226017 |
Profit Factor | 1.0793 | 2.8681 | 0.5693 | 1.5412 | 0.7047 | 2.2755 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 71 | 37 | 34 | 53 | 27 | 26 |
Losing Trades | 41 | 19 | 22 | 59 | 29 | 30 |
Profitability (%) | 63.3929 | 66.0714 | 60.7143 | 47.3214 | 48.2143 | 46.4286 |
Ratio Avg Win / Avg Loss | 0.6232 | 1.4728 | 0.3684 | 1.7156 | 0.7569 | 2.6256 |
Largest Winning Trade | 78653 | 78653 | 42612 | 25370054 | 1895195 | 25370054 |
Largest Losing Trade | -252547 | -48048 | -252547 | -6226017 | -2512022 | -6226017 |
Avg Bars in Trades | 62 | 67 | 58 | 62 | 67 | 58 |
Avg Bars in Winners | 49 | 53 | 45 | 68 | 69 | 66 |
Avg Bars in Losers | 85 | 94 | 78 | 58 | 65 | 51 |
Bars Traded | 7046 | 3777 | 3268 | 7046 | 3777 | 3268 |
Profit Streak | 30.6625 | 30.6625 | 35.3291 | 30.6625 | 30.6625 | 35.3291 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -456946 | -355899 | -758901 | 393653 | -760987 | -168483 |
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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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