Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857454.3052 | 723624.8666 | 133829.4386 | 12476415.7823 | 30113948.0677 | -17637532.2853 |
Total P&L (%) | 857.4543 | 723.6249 | 133.8294 | 12476.4158 | 30113.9481 | -17637.5323 |
Avg Daily Profit (%) | 0.3428 | 0.2893 | 0.0535 | 0.1934 | 0.2286 | 0 |
Buy And Hold Return (%) | 820.1253 | 820.1253 | 820.1253 | 820.1253 | 820.1253 | 820.1253 |
Max Trade Drawdown | -88454 | -38268 | -100936 | -20745792 | -1493115 | -21371933 |
Profit Factor | 3.5255 | 7.4643 | 1.5881 | 1.4 | 7.9148 | 0.3428 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 62.1212 | 63.6364 | 60.6061 | 62.1212 | 63.6364 | 60.6061 |
Ratio Avg Win / Avg Loss | 2.1497 | 4.2653 | 1.0322 | 0.8537 | 4.5228 | 0.2228 |
Largest Winning Trade | 174959 | 174959 | 60107 | 20840157 | 20840157 | 1615639 |
Largest Losing Trade | -75338 | -24972 | -75338 | -10694487 | -1097332 | -10694487 |
Avg Bars in Trades | 69 | 83 | 55 | 69 | 83 | 55 |
Avg Bars in Winners | 76 | 77 | 74 | 76 | 77 | 74 |
Avg Bars in Losers | 58 | 93 | 25 | 58 | 93 | 25 |
Bars Traded | 4572 | 2754 | 1818 | 4572 | 2754 | 1818 |
Profit Streak | 68.9868 | 70.9868 | 0 | 68.9868 | 70.9868 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -262015 | -146147 | -284056 | -119360 | 687999 | -579427 |
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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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