Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980168.0658 | 926754.5536 | 53413.5123 | 21750525.237 | 18740734.4556 | 3009790.7814 |
Total P&L (%) | 980.1681 | 926.7546 | 53.4135 | 21750.5252 | 18740.7345 | 3009.7908 |
Avg Daily Profit (%) | 0.5256 | 0.4969 | 0.0286 | 0.2893 | 0.2813 | 0.1845 |
Buy And Hold Return (%) | 6104.5568 | 6104.5568 | 6104.5568 | 6104.5568 | 6104.5568 | 6104.5568 |
Max Trade Drawdown | -147021 | -150083 | -10652 | -17834893 | -17978833 | -300981 |
Profit Factor | 5.2666 | 5.6937 | 2.6545 | 1.7432 | 1.6582 | 4.7925 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Losing Trades | 17 | 5 | 12 | 17 | 5 | 12 |
Profitability (%) | 73.8462 | 84.375 | 63.6364 | 73.8462 | 84.375 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.8653 | 1.0544 | 1.5169 | 0.6174 | 0.3071 | 2.7386 |
Largest Winning Trade | 181850 | 181850 | 15515 | 13291935 | 13291935 | 779008 |
Largest Losing Trade | -76342 | -76342 | -5564 | -14937487 | -14937487 | -217063 |
Avg Bars in Trades | 97 | 195 | 2 | 97 | 195 | 2 |
Avg Bars in Winners | 78 | 138 | 2 | 78 | 138 | 2 |
Avg Bars in Losers | 151 | 505 | 3 | 151 | 505 | 3 |
Bars Traded | 6352 | 6255 | 97 | 6352 | 6255 | 97 |
Profit Streak | 132.7724 | 0 | 242.2724 | 132.7724 | 0 | 242.2724 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -279307 | -143727 | -312723 | -125623 | 371820 | -147619 |
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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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