Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616725.1583 | 1006786.4719 | -390061.3136 | 115036377.5093 | 78823919.127 | 36212458.3823 |
Total P&L (%) | 616.7252 | 1006.7865 | -390.0613 | 115036.3775 | 78823.9191 | 36212.4584 |
Avg Daily Profit (%) | 0.2701 | 0.4409 | -0.1708 | 0.3091 | 0.2925 | 0.2585 |
Buy And Hold Return (%) | 10413.0691 | 10413.0691 | 10413.0691 | 10413.0691 | 10413.0691 | 10413.0691 |
Max Trade Drawdown | -464505 | -36538 | -601077 | -7644987 | -5770265 | -6432100 |
Profit Factor | 1.7409 | 9.1291 | 0.4495 | 5.2331 | 7.2773 | 3.4771 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 34 | 17 | 17 | 34 | 16 | 18 |
Losing Trades | 26 | 13 | 13 | 26 | 14 | 12 |
Profitability (%) | 56.6667 | 56.6667 | 56.6667 | 56.6667 | 53.3333 | 60 |
Ratio Avg Win / Avg Loss | 1.3313 | 6.9811 | 0.3437 | 4.0018 | 6.3676 | 2.3181 |
Largest Winning Trade | 375097 | 375097 | 58794 | 40588926 | 40588926 | 31440320 |
Largest Losing Trade | -464505 | -23600 | -464505 | -6432100 | -2903506 | -6432100 |
Avg Bars in Trades | 109 | 130 | 88 | 109 | 130 | 88 |
Avg Bars in Winners | 125 | 145 | 105 | 123 | 142 | 106 |
Avg Bars in Losers | 88 | 110 | 66 | 90 | 115 | 61 |
Bars Traded | 6557 | 3902 | 2655 | 6557 | 3902 | 2655 |
Profit Streak | 29.4425 | 113.4425 | 29.4425 | 29.4425 | 113.4425 | 29.4425 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -326582 | -145378 | -579421 | -154694 | 673186 | 514461 |
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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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