Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 870024.9807 | 792978.8236 | 77046.157 | -155095.0859 | -3672397.6434 | 3517302.5575 |
Total P&L (%) | 870.025 | 792.9788 | 77.0462 | -155.0951 | -3672.3976 | 3517.3026 |
Avg Daily Profit (%) | 0.3478 | 0.317 | 0.0308 | 0 | 0 | 0.1435 |
Buy And Hold Return (%) | 305.9056 | 305.9056 | 305.9056 | 305.9056 | 305.9056 | 305.9056 |
Max Trade Drawdown | -271024 | -132960 | -160217 | -38347790 | -21217176 | -20809072 |
Profit Factor | 2.7656 | 5.6195 | 1.2399 | 0.9966 | 0.8294 | 1.1486 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 19 | 20 | 41 | 20 | 21 |
Losing Trades | 27 | 14 | 13 | 25 | 13 | 12 |
Profitability (%) | 59.0909 | 57.5758 | 60.6061 | 62.1212 | 60.6061 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.9146 | 4.1407 | 0.806 | 0.6077 | 0.5391 | 0.6564 |
Largest Winning Trade | 568816 | 568816 | 52636 | 9244303 | 7793611 | 9244303 |
Largest Losing Trade | -101204 | -31006 | -101204 | -20757455 | -10502079 | -20757455 |
Avg Bars in Trades | 69 | 57 | 81 | 69 | 57 | 81 |
Avg Bars in Winners | 60 | 54 | 65 | 79 | 69 | 89 |
Avg Bars in Losers | 83 | 61 | 107 | 52 | 39 | 67 |
Bars Traded | 4592 | 1895 | 2697 | 4592 | 1895 | 2697 |
Profit Streak | 0 | 186.632 | 0 | 61.632 | 0 | 206.632 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115992 | 552890 | -318117 | -707146 | -579427 | -56968 |
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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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