Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657649.4085 | 918913.3169 | -261263.9085 | 12588086.8443 | -13002011.335 | 25590098.1793 |
Total P&L (%) | 657.6494 | 918.9133 | -261.2639 | 12588.0868 | -13002.0113 | 25590.0982 |
Avg Daily Profit (%) | 0.2896 | 0.4046 | -0.115 | 0.2135 | 0 | 0.2446 |
Buy And Hold Return (%) | 9438.3195 | 9438.3195 | 9438.3195 | 9438.3195 | 9438.3195 | 9438.3195 |
Max Trade Drawdown | -413462 | -52225 | -408479 | -30173084 | -17866893 | -13734762 |
Profit Factor | 1.8348 | 6.9849 | 0.5881 | 1.3134 | 0.4799 | 2.6878 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 40 | 21 | 19 | 30 | 15 | 15 |
Losing Trades | 23 | 10 | 13 | 33 | 16 | 17 |
Profitability (%) | 63.4921 | 67.7419 | 59.375 | 47.619 | 48.3871 | 46.875 |
Ratio Avg Win / Avg Loss | 1.055 | 3.3261 | 0.4024 | 1.4448 | 0.5119 | 3.0461 |
Largest Winning Trade | 400839 | 400839 | 41001 | 27915608 | 5275459 | 27915608 |
Largest Losing Trade | -298591 | -33561 | -298591 | -8055952 | -8055952 | -5425283 |
Avg Bars in Trades | 68 | 77 | 60 | 68 | 77 | 60 |
Avg Bars in Winners | 70 | 72 | 68 | 74 | 78 | 69 |
Avg Bars in Losers | 65 | 87 | 49 | 64 | 75 | 53 |
Bars Traded | 4334 | 2389 | 1945 | 4334 | 2389 | 1945 |
Profit Streak | 127.9186 | 136.4186 | 127.9186 | 127.9186 | 136.4186 | 127.9186 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -302469 | -144242 | -578635 | -204175 | -580484 | 356056 |
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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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