Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 958568.7051 | 758435.5022 | 200133.2029 | 35298136.5282 | 42917024.3064 | -7618887.7782 |
Total P&L (%) | 958.5687 | 758.4355 | 200.1332 | 35298.1365 | 42917.0243 | -7618.8878 |
Avg Daily Profit (%) | 0.3834 | 0.3033 | 0.08 | 0.235 | 0.2428 | 0 |
Buy And Hold Return (%) | 754.1752 | 754.1752 | 754.1752 | 754.1752 | 754.1752 | 754.1752 |
Max Trade Drawdown | -75845 | -52427 | -78447 | -12952601 | -3008955 | -16497239 |
Profit Factor | 4.21 | 8.7587 | 1.9963 | 2.1401 | 8.7765 | 0.7005 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 15 | 7 | 8 | 15 | 7 | 8 |
Profitability (%) | 75.4098 | 76.6667 | 74.1935 | 75.4098 | 76.6667 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.3728 | 2.6657 | 0.6944 | 0.6979 | 2.6711 | 0.2437 |
Largest Winning Trade | 158963 | 158963 | 50343 | 17345477 | 17345477 | 3973134 |
Largest Losing Trade | -72483 | -38606 | -72483 | -12952601 | -2220040 | -12952601 |
Avg Bars in Trades | 79 | 86 | 73 | 79 | 86 | 73 |
Avg Bars in Winners | 81 | 83 | 79 | 81 | 83 | 79 |
Avg Bars in Losers | 74 | 95 | 55 | 74 | 95 | 55 |
Bars Traded | 4859 | 2592 | 2267 | 4859 | 2592 | 2267 |
Profit Streak | 210.8054 | 357.8054 | 210.8054 | 210.8054 | 357.8054 | 210.8054 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -227074 | -141819 | -246781 | -151692 | 780622 | -576706 |
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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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