Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 500259.0472 | 489915.6636 | 10343.3836 | -9654316.8487 | 6472112.6842 | -16126429.5329 |
Total P&L (%) | 500.259 | 489.9157 | 10.3434 | -9654.3168 | 6472.1127 | -16126.4295 |
Avg Daily Profit (%) | 0.2002 | 0.196 | 0.0041 | 0 | 0.1676 | 0 |
Buy And Hold Return (%) | 795.9987 | 795.9987 | 795.9987 | 795.9987 | 795.9987 | 795.9987 |
Max Trade Drawdown | -186684 | -71615 | -173148 | -20209722 | -2502271 | -18756582 |
Profit Factor | 2.2703 | 4.6533 | 1.0398 | 0.628 | 2.1172 | 0.2002 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 70.4918 | 73.3333 | 67.7419 | 70.4918 | 73.3333 | 67.7419 |
Ratio Avg Win / Avg Loss | 0.9504 | 1.6921 | 0.4952 | 0.2629 | 0.7699 | 0.0953 |
Largest Winning Trade | 126866 | 126866 | 30306 | 4473455 | 4473455 | 1082773 |
Largest Losing Trade | -172743 | -47447 | -172743 | -18406494 | -2502271 | -18406494 |
Avg Bars in Trades | 232 | 256 | 210 | 232 | 256 | 210 |
Avg Bars in Winners | 209 | 207 | 211 | 214 | 221 | 206 |
Avg Bars in Losers | 288 | 389 | 207 | 276 | 350 | 217 |
Bars Traded | 14195 | 7685 | 6510 | 14195 | 7685 | 6510 |
Profit Streak | 102.5941 | 140.0941 | 102.5941 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -318579 | -147102 | -528629 | -744121 | 431516 | -578518 |
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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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