Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 996467.2181 | 832002.9108 | 164464.3073 | -11821273.4145 | 424920.888 | -12246194.3025 |
Total P&L (%) | 996.4672 | 832.0029 | 164.4643 | -11821.2734 | 424.9209 | -12246.1943 |
Avg Daily Profit (%) | 0.4494 | 0.3752 | 0.0742 | 0 | 0.0748 | 0 |
Buy And Hold Return (%) | 352.6667 | 352.6667 | 352.6667 | 352.6667 | 352.6667 | 352.6667 |
Max Trade Drawdown | -118107 | -55948 | -190779 | -17945640 | -7180134 | -13086174 |
Profit Factor | 3.1026 | 6.5916 | 1.5059 | 0.6337 | 1.0306 | 0.3338 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 20 | 19 | 28 | 16 | 12 |
Losing Trades | 27 | 13 | 14 | 38 | 17 | 21 |
Profitability (%) | 59.0909 | 60.6061 | 57.5758 | 42.4242 | 48.4848 | 36.3636 |
Ratio Avg Win / Avg Loss | 2.148 | 4.2845 | 1.1096 | 0.86 | 1.095 | 0.5841 |
Largest Winning Trade | 374947 | 374947 | 52872 | 7432222 | 7432222 | 1251217 |
Largest Losing Trade | -118107 | -43179 | -118107 | -5758625 | -5758625 | -4607757 |
Avg Bars in Trades | 129 | 145 | 113 | 129 | 145 | 113 |
Avg Bars in Winners | 125 | 120 | 131 | 138 | 171 | 95 |
Avg Bars in Losers | 135 | 185 | 88 | 122 | 122 | 123 |
Bars Traded | 8560 | 4817 | 3743 | 8560 | 4817 | 3743 |
Profit Streak | 0 | 0 | 0 | 64.4341 | 64.4341 | 93.4341 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114489 | 537101 | -257385 | -711529 | -382031 | -585546 |
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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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