Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192795.7659 | 747872.9351 | -555077.1692 | 69137051.4453 | 42819021.541 | 26318029.9043 |
Total P&L (%) | 192.7958 | 747.8729 | -555.0772 | 69137.0514 | 42819.0215 | 26318.0299 |
Avg Daily Profit (%) | 0.0854 | 0.3312 | -0.2458 | 0.2901 | 0.2688 | 0.2473 |
Buy And Hold Return (%) | 9281.5994 | 9281.5994 | 9281.5994 | 9281.5994 | 9281.5994 | 9281.5994 |
Max Trade Drawdown | -630154 | -79396 | -746346 | -10049502 | -8244459 | -4609043 |
Profit Factor | 1.1783 | 4.3733 | 0.354 | 2.7011 | 2.5178 | 3.1171 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 17 | 18 | 35 | 16 | 19 |
Losing Trades | 29 | 15 | 14 | 29 | 16 | 13 |
Profitability (%) | 54.6875 | 53.125 | 56.25 | 54.6875 | 50 | 59.375 |
Ratio Avg Win / Avg Loss | 0.9763 | 3.8588 | 0.2754 | 2.2381 | 2.5178 | 2.1328 |
Largest Winning Trade | 315237 | 315237 | 49040 | 37708765 | 37708765 | 19576615 |
Largest Losing Trade | -425207 | -41883 | -425207 | -8244459 | -8244459 | -4609043 |
Avg Bars in Trades | 97 | 107 | 88 | 97 | 107 | 88 |
Avg Bars in Winners | 121 | 138 | 104 | 122 | 141 | 106 |
Avg Bars in Losers | 69 | 71 | 67 | 67 | 72 | 61 |
Bars Traded | 6254 | 3426 | 2828 | 6254 | 3426 | 2828 |
Profit Streak | 59.4709 | 222.1376 | 0 | 59.4709 | 222.1376 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -413081 | -147936 | -580000 | -128371 | 456843 | 443645 |
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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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