Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 770710.6107 | 643872.0771 | 126838.5337 | 8903366.2367 | 20067355.4895 | -11163989.2528 |
Total P&L (%) | 770.7106 | 643.8721 | 126.8385 | 8903.3662 | 20067.3555 | -11163.9893 |
Avg Daily Profit (%) | 0.3084 | 0.2576 | 0.0507 | 0.1802 | 0.2125 | 0 |
Buy And Hold Return (%) | 733.4528 | 733.4528 | 733.4528 | 733.4528 | 733.4528 | 733.4528 |
Max Trade Drawdown | -70603 | -54367 | -69365 | -12581394 | -1359645 | -12563969 |
Profit Factor | 3.6857 | 7.2597 | 1.6889 | 1.45 | 8.147 | 0.3424 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 72.4138 | 72.4138 | 72.4138 | 72.4138 | 72.4138 | 72.4138 |
Ratio Avg Win / Avg Loss | 1.4041 | 2.7656 | 0.6434 | 0.5524 | 3.1036 | 0.1304 |
Largest Winning Trade | 176626 | 176626 | 47925 | 11912794 | 11912794 | 982729 |
Largest Losing Trade | -65785 | -49185 | -65785 | -12273838 | -1228560 | -12273838 |
Avg Bars in Trades | 236 | 250 | 222 | 236 | 250 | 222 |
Avg Bars in Winners | 212 | 226 | 197 | 212 | 226 | 197 |
Avg Bars in Losers | 299 | 312 | 287 | 299 | 312 | 287 |
Bars Traded | 13718 | 7266 | 6452 | 13718 | 7266 | 6452 |
Profit Streak | 112.8865 | 112.8865 | 186.8865 | 112.8865 | 112.8865 | 186.8865 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -310926 | -145305 | -287058 | -168433 | 723120 | -577340 |
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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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