Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 641321.8537 | 575263.808 | 66058.0456 | -24315325.6945 | 7055425.6182 | -31370751.3127 |
Total P&L (%) | 641.3219 | 575.2638 | 66.058 | -24315.3257 | 7055.4256 | -31370.7513 |
Avg Daily Profit (%) | 0.2565 | 0.2301 | 0.0264 | 0 | 0.171 | 0 |
Buy And Hold Return (%) | 877.5893 | 877.5893 | 877.5893 | 877.5893 | 877.5893 | 877.5893 |
Max Trade Drawdown | -165805 | -64860 | -163629 | -41842958 | -7200146 | -34886887 |
Profit Factor | 2.7929 | 5.9841 | 1.2726 | 0.4646 | 1.79 | 0.1402 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 45 | 23 | 22 | 41 | 22 | 19 |
Losing Trades | 25 | 12 | 13 | 29 | 13 | 16 |
Profitability (%) | 64.2857 | 65.7143 | 62.8571 | 58.5714 | 62.8571 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.5516 | 3.1221 | 0.752 | 0.3287 | 1.0577 | 0.1181 |
Largest Winning Trade | 130254 | 130254 | 30453 | 9971923 | 9971923 | 1049856 |
Largest Losing Trade | -163629 | -41487 | -163629 | -28843937 | -6840816 | -28843937 |
Avg Bars in Trades | 137 | 148 | 126 | 137 | 148 | 126 |
Avg Bars in Winners | 125 | 135 | 114 | 116 | 122 | 109 |
Avg Bars in Losers | 158 | 172 | 146 | 165 | 190 | 145 |
Bars Traded | 9598 | 5181 | 4417 | 9598 | 5181 | 4417 |
Profit Streak | 229.3672 | 229.3672 | 233.8672 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -247170 | -145965 | -322091 | -678166 | 422291 | -580232 |
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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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