Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796661.8193 | 982141.0142 | -185479.1949 | -4473638.4793 | -15684251.2633 | 11210612.7839 |
Total P&L (%) | 796.6618 | 982.141 | -185.4792 | -4473.6385 | -15684.2513 | 11210.6128 |
Avg Daily Profit (%) | 0.4389 | 0.5411 | -0.1022 | 0 | 0 | 0.2609 |
Buy And Hold Return (%) | 719.9787 | 719.9787 | 719.9787 | 719.9787 | 719.9787 | 719.9787 |
Max Trade Drawdown | -302537 | -68174 | -96022 | -17256313 | -22301242 | -6041904 |
Profit Factor | 1.9817 | 4.8479 | 0.6666 | 0.9042 | 0.5005 | 1.732 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 35 | 17 | 18 | 26 | 14 | 12 |
Losing Trades | 28 | 15 | 13 | 37 | 18 | 19 |
Profitability (%) | 55.5556 | 53.125 | 58.0645 | 41.2698 | 43.75 | 38.7097 |
Ratio Avg Win / Avg Loss | 1.5854 | 4.2776 | 0.4814 | 1.2868 | 0.6435 | 2.7423 |
Largest Winning Trade | 548182 | 548182 | 66066 | 6553087 | 4069978 | 6553087 |
Largest Losing Trade | -302537 | -48292 | -302537 | -9013922 | -9013922 | -3206810 |
Avg Bars in Trades | 81 | 87 | 75 | 81 | 87 | 75 |
Avg Bars in Winners | 87 | 100 | 76 | 74 | 74 | 75 |
Avg Bars in Losers | 74 | 73 | 75 | 86 | 97 | 76 |
Bars Traded | 5146 | 2800 | 2346 | 5146 | 2800 | 2346 |
Profit Streak | 50.4917 | 202.4917 | 0 | 0 | 0 | 192.825 |
Trades During Streak | 1 | 3 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -268512 | -32124 | -579772 | -733783 | -583240 | 301851 |
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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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