Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976001.029 | 916672.6661 | 59328.363 | 22692946.2874 | 19426648.6945 | 3266297.5929 |
Total P&L (%) | 976.001 | 916.6727 | 59.3284 | 22692.9463 | 19426.6487 | 3266.2976 |
Avg Daily Profit (%) | 0.525 | 0.4931 | 0.0319 | 0.2925 | 0.2841 | 0.1893 |
Buy And Hold Return (%) | 5858.4426 | 5858.4426 | 5858.4426 | 5858.4426 | 5858.4426 | 5858.4426 |
Max Trade Drawdown | -93107 | -88143 | -13903 | -17335796 | -17220792 | -851599 |
Profit Factor | 7.0212 | 7.7933 | 3.1847 | 1.7226 | 1.6611 | 2.6181 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 11 | 3 | 8 | 11 | 3 | 8 |
Profitability (%) | 81.9672 | 90 | 74.1935 | 81.9672 | 90 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.5447 | 0.8659 | 1.1077 | 0.379 | 0.1846 | 0.9107 |
Largest Winning Trade | 208834 | 208834 | 11790 | 12889597 | 12889597 | 1137528 |
Largest Losing Trade | -88143 | -88143 | -11433 | -17220792 | -17220792 | -851599 |
Avg Bars in Trades | 156 | 313 | 4 | 156 | 313 | 4 |
Avg Bars in Winners | 102 | 187 | 2 | 102 | 187 | 2 |
Avg Bars in Losers | 400 | 1447 | 7 | 400 | 1447 | 7 |
Bars Traded | 9524 | 9396 | 128 | 9524 | 9396 | 128 |
Profit Streak | 125.5255 | 126.8589 | 125.5255 | 125.5255 | 126.8589 | 125.5255 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -307394 | -144104 | -307116 | -153980 | 420307 | -151675 |
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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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