Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1036882.9353 | 844650.3953 | 192232.54 | 46767595.673 | 47808133.2831 | -1040537.6101 |
Total P&L (%) | 1036.8829 | 844.6504 | 192.2325 | 46767.5957 | 47808.1333 | -1040.5376 |
Avg Daily Profit (%) | 0.4149 | 0.338 | 0.0769 | 0.2464 | 0.2472 | 0 |
Buy And Hold Return (%) | 724.4545 | 724.4545 | 724.4545 | 724.4545 | 724.4545 | 724.4545 |
Max Trade Drawdown | -74138 | -30518 | -65846 | -10028269 | -5168839 | -9881792 |
Profit Factor | 5.2529 | 11.4854 | 2.1775 | 2.8601 | 6.4821 | 0.9366 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 62.7119 | 62.069 | 63.3333 | 62.7119 | 62.069 | 63.3333 |
Ratio Avg Win / Avg Loss | 3.1234 | 7.0189 | 1.2607 | 1.7006 | 3.9613 | 0.5423 |
Largest Winning Trade | 354089 | 354089 | 48647 | 28710403 | 28710403 | 2063224 |
Largest Losing Trade | -65846 | -13749 | -65846 | -9614785 | -5168839 | -9614785 |
Avg Bars in Trades | 240 | 259 | 221 | 240 | 259 | 221 |
Avg Bars in Winners | 268 | 264 | 271 | 268 | 264 | 271 |
Avg Bars in Losers | 193 | 251 | 136 | 193 | 251 | 136 |
Bars Traded | 14183 | 7535 | 6648 | 14183 | 7535 | 6648 |
Profit Streak | 191.4656 | 192.9656 | 191.4656 | 191.4656 | 192.9656 | 191.4656 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190219 | -93931 | -250345 | -162572 | 700339 | -578122 |
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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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