Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761012.3459 | 684083.8717 | 76928.4742 | -10545960.0526 | 8905083.5817 | -19451043.6343 |
Total P&L (%) | 761.0123 | 684.0839 | 76.9285 | -10545.9601 | 8905.0836 | -19451.0436 |
Avg Daily Profit (%) | 0.3045 | 0.2737 | 0.0308 | 0 | 0.1802 | 0 |
Buy And Hold Return (%) | 732.4114 | 732.4114 | 732.4114 | 732.4114 | 732.4114 | 732.4114 |
Max Trade Drawdown | -164966 | -66484 | -150611 | -22958493 | -3076319 | -20791269 |
Profit Factor | 2.5593 | 5.8252 | 1.2222 | 0.6106 | 3.2018 | 0.1558 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 22 | 24 | 44 | 22 | 22 |
Losing Trades | 20 | 11 | 9 | 22 | 11 | 11 |
Profitability (%) | 69.697 | 66.6667 | 72.7273 | 66.6667 | 66.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.1128 | 2.9126 | 0.4583 | 0.3053 | 1.6009 | 0.0779 |
Largest Winning Trade | 167354 | 167354 | 57788 | 6457065 | 6457065 | 752868 |
Largest Losing Trade | -150611 | -44863 | -150611 | -18845293 | -3076319 | -18845293 |
Avg Bars in Trades | 221 | 229 | 213 | 221 | 229 | 213 |
Avg Bars in Winners | 226 | 220 | 231 | 233 | 236 | 231 |
Avg Bars in Losers | 209 | 246 | 163 | 196 | 215 | 177 |
Bars Traded | 14605 | 7568 | 7037 | 14605 | 7568 | 7037 |
Profit Streak | 122.117 | 122.117 | 211.4503 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -265524 | -146008 | -315703 | -707117 | 580466 | -578642 |
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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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