Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908216.543 | 778258.348 | 129958.195 | 11203133.408 | 13459038.6329 | -2255905.2249 |
Total P&L (%) | 908.2165 | 778.2583 | 129.9582 | 11203.1334 | 13459.0386 | -2255.9052 |
Avg Daily Profit (%) | 0.3634 | 0.3114 | 0.052 | 0.1893 | 0.1966 | 0 |
Buy And Hold Return (%) | 934.4076 | 934.4076 | 934.4076 | 934.4076 | 934.4076 | 934.4076 |
Max Trade Drawdown | -76293 | -62769 | -63873 | -3456758 | -1439903 | -4960765 |
Profit Factor | 3.3996 | 6.1743 | 1.5698 | 1.9875 | 4.7125 | 0.7078 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 56.7164 | 55.8824 | 57.5758 | 56.7164 | 55.8824 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.5944 | 4.8745 | 1.1567 | 1.5168 | 3.7204 | 0.5215 |
Largest Winning Trade | 364356 | 364356 | 49889 | 7835255 | 7835255 | 1527261 |
Largest Losing Trade | -63873 | -28621 | -63873 | -3204718 | -989342 | -3204718 |
Avg Bars in Trades | 216 | 236 | 195 | 216 | 236 | 195 |
Avg Bars in Winners | 251 | 264 | 237 | 251 | 264 | 237 |
Avg Bars in Losers | 170 | 200 | 137 | 170 | 200 | 137 |
Bars Traded | 14481 | 8042 | 6439 | 14481 | 8042 | 6439 |
Profit Streak | 148.2025 | 158.2025 | 148.2025 | 148.2025 | 158.2025 | 148.2025 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -268619 | -146549 | -285991 | -107054 | 622916 | -579247 |
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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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