Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 896234.422 | 1053958.336 | -157723.914 | 13908403.2786 | -5773201.7948 | 19681605.0735 |
Total P&L (%) | 896.2344 | 1053.9583 | -157.7239 | 13908.4033 | -5773.2018 | 19681.6051 |
Avg Daily Profit (%) | 0.3946 | 0.464 | -0.0694 | 0.2178 | 0 | 0.233 |
Buy And Hold Return (%) | 8664.4971 | 8664.4971 | 8664.4971 | 8664.4971 | 8664.4971 | 8664.4971 |
Max Trade Drawdown | -208032 | -35684 | -257357 | -10844679 | -10199435 | -4722319 |
Profit Factor | 2.3314 | 8.318 | 0.7019 | 1.5535 | 0.6375 | 3.1392 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 20 | 19 | 31 | 16 | 15 |
Losing Trades | 21 | 10 | 11 | 29 | 14 | 15 |
Profitability (%) | 65 | 66.6667 | 63.3333 | 51.6667 | 53.3333 | 50 |
Ratio Avg Win / Avg Loss | 1.2554 | 4.159 | 0.4064 | 1.4533 | 0.5578 | 3.1392 |
Largest Winning Trade | 460632 | 460632 | 41791 | 17906942 | 4231653 | 17906942 |
Largest Losing Trade | -195613 | -35100 | -195613 | -4232052 | -4232052 | -2574171 |
Avg Bars in Trades | 70 | 92 | 48 | 70 | 92 | 48 |
Avg Bars in Winners | 58 | 63 | 53 | 76 | 106 | 44 |
Avg Bars in Losers | 92 | 150 | 39 | 64 | 76 | 52 |
Bars Traded | 4223 | 2773 | 1450 | 4223 | 2773 | 1450 |
Profit Streak | 136.7058 | 136.7058 | 307.7058 | 136.7058 | 136.7058 | 513.2058 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -322952 | -144272 | -577750 | -171630 | -579823 | 379640 |
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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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