Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857211.9062 | 709394.4646 | 147817.4416 | 12665405.2333 | 21772860.5248 | -9107455.2915 |
Total P&L (%) | 857.2119 | 709.3945 | 147.8174 | 12665.4052 | 21772.8605 | -9107.4553 |
Avg Daily Profit (%) | 0.343 | 0.2839 | 0.0591 | 0.1942 | 0.2158 | 0 |
Buy And Hold Return (%) | 845.4676 | 845.4676 | 845.4676 | 845.4676 | 845.4676 | 845.4676 |
Max Trade Drawdown | -81402 | -49257 | -79515 | -10699254 | -2179411 | -16265564 |
Profit Factor | 3.6516 | 7.8756 | 1.6716 | 1.5491 | 6.5168 | 0.5236 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 16 | 7 | 9 | 16 | 7 | 9 |
Profitability (%) | 73.7705 | 76.6667 | 70.9677 | 73.7705 | 76.6667 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.2983 | 2.3969 | 0.6838 | 0.5508 | 1.9834 | 0.2142 |
Largest Winning Trade | 180022 | 180022 | 43860 | 11107477 | 11107477 | 1391729 |
Largest Losing Trade | -69101 | -37495 | -69101 | -10699254 | -1687280 | -10699254 |
Avg Bars in Trades | 237 | 242 | 232 | 237 | 242 | 232 |
Avg Bars in Winners | 232 | 223 | 241 | 232 | 223 | 241 |
Avg Bars in Losers | 253 | 305 | 212 | 253 | 305 | 212 |
Bars Traded | 14503 | 7283 | 7220 | 14503 | 7283 | 7220 |
Profit Streak | 196.1678 | 345.3344 | 196.1678 | 196.1678 | 345.3344 | 196.1678 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -308033 | -143742 | -275679 | -153604 | 772346 | -577124 |
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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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