Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813319.5402 | 699545.2862 | 113774.254 | 9730925.5287 | -6889891.4445 | 16620816.9733 |
Total P&L (%) | 813.3195 | 699.5453 | 113.7743 | 9730.9255 | -6889.8914 | 16620.817 |
Avg Daily Profit (%) | 0.3253 | 0.2798 | 0.0455 | 0.1837 | 0 | 0.205 |
Buy And Hold Return (%) | 742.16 | 742.16 | 742.16 | 742.16 | 742.16 | 742.16 |
Max Trade Drawdown | -139317 | -62533 | -138232 | -19157099 | -12073634 | -7178629 |
Profit Factor | 3.1682 | 7.9926 | 1.4136 | 1.4919 | 0.4474 | 3.2725 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 46 | 22 | 24 | 24 | 11 | 13 |
Losing Trades | 13 | 7 | 6 | 35 | 18 | 17 |
Profitability (%) | 77.9661 | 75.8621 | 80 | 40.678 | 37.931 | 43.3333 |
Ratio Avg Win / Avg Loss | 0.8954 | 2.5431 | 0.3534 | 2.1757 | 0.7321 | 4.2794 |
Largest Winning Trade | 172844 | 172844 | 49816 | 21774152 | 2770441 | 21774152 |
Largest Losing Trade | -138232 | -46796 | -138232 | -7877426 | -7877426 | -3500560 |
Avg Bars in Trades | 160 | 171 | 150 | 160 | 171 | 150 |
Avg Bars in Winners | 148 | 149 | 147 | 157 | 172 | 144 |
Avg Bars in Losers | 205 | 243 | 161 | 163 | 171 | 154 |
Bars Traded | 9485 | 4981 | 4504 | 9485 | 4981 | 4504 |
Profit Streak | 128.8882 | 128.8882 | 209.1382 | 128.8882 | 128.8882 | 335.8882 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -298085 | -144665 | -293982 | -171785 | -584959 | 469445 |
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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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