Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946407.0031 | 744755.6396 | 201651.3635 | 35205867.7342 | 69581373.5258 | -34375505.7917 |
Total P&L (%) | 946.407 | 744.7556 | 201.6514 | 35205.8677 | 69581.3735 | -34375.5058 |
Avg Daily Profit (%) | 0.3786 | 0.298 | 0.0807 | 0.235 | 0.2623 | 0 |
Buy And Hold Return (%) | 913.0859 | 913.0859 | 913.0859 | 913.0859 | 913.0859 | 913.0859 |
Max Trade Drawdown | -77953 | -48991 | -78406 | -52886054 | -3106980 | -53300228 |
Profit Factor | 4.7142 | 9.1539 | 2.2336 | 1.5786 | 14.8663 | 0.3842 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 74.1935 | 74.1935 | 74.1935 | 74.1935 | 74.1935 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.6397 | 3.184 | 0.7769 | 0.5491 | 5.1709 | 0.1337 |
Largest Winning Trade | 161346 | 161346 | 42683 | 43055307 | 43055307 | 5054828 |
Largest Losing Trade | -75130 | -48004 | -75130 | -52396445 | -3106980 | -52396445 |
Avg Bars in Trades | 237 | 259 | 215 | 237 | 259 | 215 |
Avg Bars in Winners | 222 | 223 | 221 | 222 | 223 | 221 |
Avg Bars in Losers | 282 | 363 | 200 | 282 | 363 | 200 |
Bars Traded | 14747 | 8054 | 6693 | 14747 | 8054 | 6693 |
Profit Streak | 125.8736 | 125.8736 | 207.0403 | 125.8736 | 125.8736 | 207.0403 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -291286 | -144711 | -245469 | -145555 | 747389 | -576705 |
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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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