Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 994427.7567 | 834272.7455 | 160155.0113 | 28914429.9649 | 33951610.0721 | -5037180.1072 |
Total P&L (%) | 994.4278 | 834.2727 | 160.155 | 28914.43 | 33951.6101 | -5037.1801 |
Avg Daily Profit (%) | 0.3979 | 0.3338 | 0.0641 | 0.2271 | 0.2336 | 0 |
Buy And Hold Return (%) | 682.6673 | 682.6673 | 682.6673 | 682.6673 | 682.6673 | 682.6673 |
Max Trade Drawdown | -63708 | -39180 | -55924 | -13771913 | -6599280 | -9199767 |
Profit Factor | 3.8893 | 6.484 | 1.8339 | 2.0301 | 3.5188 | 0.6547 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 55.7377 | 64.5161 | 46.6667 | 55.7377 | 64.5161 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.0885 | 3.5662 | 2.0959 | 1.6122 | 1.9353 | 0.7483 |
Largest Winning Trade | 300267 | 300267 | 61396 | 26847129 | 26847129 | 2291631 |
Largest Losing Trade | -45418 | -39180 | -45418 | -6599280 | -6599280 | -3478148 |
Avg Bars in Trades | 236 | 257 | 216 | 236 | 257 | 216 |
Avg Bars in Winners | 261 | 262 | 259 | 261 | 262 | 259 |
Avg Bars in Losers | 206 | 248 | 177 | 206 | 248 | 177 |
Bars Traded | 14453 | 7971 | 6482 | 14453 | 7971 | 6482 |
Profit Streak | 82.6299 | 165.7965 | 0 | 82.6299 | 165.7965 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -171688 | -76168 | -271009 | -152570 | 642304 | -582121 |
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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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