Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863915.3287 | 727908.8372 | 136006.4915 | 11659685.2167 | 15899145.1086 | -4239459.8919 |
Total P&L (%) | 863.9153 | 727.9088 | 136.0065 | 11659.6852 | 15899.1451 | -4239.4599 |
Avg Daily Profit (%) | 0.3456 | 0.2912 | 0.0544 | 0.1909 | 0.2032 | 0 |
Buy And Hold Return (%) | 830.3077 | 830.3077 | 830.3077 | 830.3077 | 830.3077 | 830.3077 |
Max Trade Drawdown | -63203 | -66811 | -63203 | -8175216 | -693238 | -8175216 |
Profit Factor | 3.5854 | 5.8487 | 1.7391 | 2.0812 | 14.9522 | 0.5604 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 73.7705 | 73.3333 | 74.1935 | 73.7705 | 73.3333 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.2748 | 2.1268 | 0.6049 | 0.74 | 5.4372 | 0.1949 |
Largest Winning Trade | 174263 | 174263 | 54943 | 8885978 | 8885978 | 1454947 |
Largest Losing Trade | -63203 | -51591 | -63203 | -8175216 | -504374 | -8175216 |
Avg Bars in Trades | 152 | 211 | 95 | 152 | 211 | 95 |
Avg Bars in Winners | 138 | 181 | 97 | 138 | 181 | 97 |
Avg Bars in Losers | 191 | 294 | 89 | 191 | 294 | 89 |
Bars Traded | 9312 | 6351 | 2961 | 9312 | 6351 | 2961 |
Profit Streak | 221.1034 | 350.3534 | 221.1034 | 221.1034 | 350.3534 | 221.1034 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -299793 | -144223 | -281457 | -152397 | 752900 | -576707 |
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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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