Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 797834.0896 | 692416.3198 | 105417.7698 | 6116747.3176 | 18204483.6564 | -12087736.3387 |
Total P&L (%) | 797.8341 | 692.4163 | 105.4178 | 6116.7473 | 18204.4837 | -12087.7363 |
Avg Daily Profit (%) | 0.3189 | 0.2768 | 0.0421 | 0.1652 | 0.2085 | 0 |
Buy And Hold Return (%) | 799.6507 | 799.6507 | 799.6507 | 799.6507 | 799.6507 | 799.6507 |
Max Trade Drawdown | -83448 | -41509 | -94331 | -8911072 | -1645304 | -13698139 |
Profit Factor | 3.3168 | 11.4902 | 1.3787 | 1.2803 | 8.8885 | 0.3806 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 19 | 8 | 11 | 19 | 8 | 11 |
Profitability (%) | 68.3333 | 73.3333 | 63.3333 | 68.3333 | 73.3333 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.537 | 4.1783 | 0.7982 | 0.5933 | 3.2322 | 0.2203 |
Largest Winning Trade | 182812 | 182812 | 60001 | 9514733 | 9514733 | 1263157 |
Largest Losing Trade | -79328 | -21742 | -79328 | -6182237 | -868041 | -6182237 |
Avg Bars in Trades | 76 | 88 | 63 | 76 | 88 | 63 |
Avg Bars in Winners | 77 | 79 | 74 | 77 | 79 | 74 |
Avg Bars in Losers | 73 | 113 | 44 | 73 | 113 | 44 |
Bars Traded | 4562 | 2655 | 1907 | 4562 | 2655 | 1907 |
Profit Streak | 74.0486 | 124.5486 | 0 | 74.0486 | 124.5486 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -320947 | -144226 | -301815 | -164528 | 754816 | -579097 |
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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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