Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1470232.5133 | 1398240.3027 | 71992.2106 | 29705257.7578 | 41001935.3409 | -11296677.5831 |
Total P&L (%) | 1470.2325 | 1398.2403 | 71.9922 | 29705.2578 | 41001.9353 | -11296.6776 |
Avg Daily Profit (%) | 0.6509 | 0.6191 | 0.0319 | 0.2526 | 0.2668 | 0 |
Buy And Hold Return (%) | 8793.2661 | 8793.2661 | 8793.2661 | 8793.2661 | 8793.2661 | 8793.2661 |
Max Trade Drawdown | -75138 | -77924 | -44213 | -42377649 | -26132818 | -25083790 |
Profit Factor | 6.7611 | 9.7893 | 1.749 | 1.404 | 1.97 | 0.6387 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 29 | 18 | 11 | 29 | 18 | 11 |
Profitability (%) | 57.971 | 47.0588 | 68.5714 | 57.971 | 47.0588 | 68.5714 |
Ratio Avg Win / Avg Loss | 4.9018 | 11.0129 | 0.8016 | 1.0179 | 2.2163 | 0.2927 |
Largest Winning Trade | 699813 | 699813 | 21508 | 39498311 | 39498311 | 6447622 |
Largest Losing Trade | -57478 | -57478 | -22279 | -20427387 | -20427387 | -15762042 |
Avg Bars in Trades | 166 | 324 | 13 | 166 | 324 | 13 |
Avg Bars in Winners | 70 | 160 | 10 | 70 | 160 | 10 |
Avg Bars in Losers | 299 | 470 | 20 | 299 | 470 | 20 |
Bars Traded | 11509 | 11038 | 471 | 11509 | 11038 | 471 |
Profit Streak | 116.6806 | 0 | 275.3473 | 116.6806 | 0 | 275.3473 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -249760 | -146791 | -311522 | -97971 | 344060 | -576752 |
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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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