Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 947252.8091 | 918744.6965 | 28508.1126 | 18170434.1332 | 17524669.4174 | 645764.7158 |
Total P&L (%) | 947.2528 | 918.7447 | 28.5081 | 18170.4341 | 17524.6694 | 645.7647 |
Avg Daily Profit (%) | 0.507 | 0.4917 | 0.0153 | 0.2791 | 0.2772 | 0.1076 |
Buy And Hold Return (%) | 6618.254 | 6618.254 | 6618.254 | 6618.254 | 6618.254 | 6618.254 |
Max Trade Drawdown | -117943 | -119268 | -21260 | -10903433 | -11011513 | -1168666 |
Profit Factor | 5.257 | 6.4112 | 1.5406 | 1.9196 | 2.01 | 1.2682 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Losing Trades | 16 | 4 | 12 | 16 | 4 | 12 |
Profitability (%) | 76.8116 | 88.2353 | 65.7143 | 76.8116 | 88.2353 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.587 | 0.8548 | 0.8038 | 0.5795 | 0.268 | 0.6617 |
Largest Winning Trade | 178356 | 178356 | 14102 | 10205391 | 10205391 | 728443 |
Largest Losing Trade | -87668 | -87668 | -20064 | -7243962 | -7243962 | -804954 |
Avg Bars in Trades | 102 | 205 | 3 | 102 | 205 | 3 |
Avg Bars in Winners | 85 | 148 | 2 | 85 | 148 | 2 |
Avg Bars in Losers | 160 | 630 | 4 | 160 | 630 | 4 |
Bars Traded | 7089 | 6972 | 117 | 7089 | 6972 | 117 |
Profit Streak | 0 | 136.2244 | 0 | 0 | 136.2244 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -249657 | -143863 | -336048 | -96280 | 430115 | -214186 |
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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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