Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903283.7532 | 746562.3474 | 156721.4058 | 15052293.6369 | 23488529.3091 | -8436235.6722 |
Total P&L (%) | 903.2838 | 746.5623 | 156.7214 | 15052.2936 | 23488.5293 | -8436.2357 |
Avg Daily Profit (%) | 0.3607 | 0.2981 | 0.0626 | 0.2007 | 0.2184 | 0 |
Buy And Hold Return (%) | 837.212 | 837.212 | 837.212 | 837.212 | 837.212 | 837.212 |
Max Trade Drawdown | -77353 | -52955 | -77681 | -10245774 | -2282682 | -9936671 |
Profit Factor | 3.9909 | 7.8419 | 1.8125 | 1.6671 | 4.4902 | 0.4672 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 70.4918 | 74.1935 | 66.6667 | 70.4918 | 74.1935 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.6706 | 2.7276 | 0.9062 | 0.6979 | 1.5618 | 0.2336 |
Largest Winning Trade | 246156 | 246156 | 45365 | 15558589 | 15558589 | 914119 |
Largest Losing Trade | -77353 | -45627 | -77353 | -8128360 | -1953350 | -8128360 |
Avg Bars in Trades | 159 | 174 | 144 | 159 | 174 | 144 |
Avg Bars in Winners | 167 | 175 | 159 | 167 | 175 | 159 |
Avg Bars in Losers | 138 | 169 | 114 | 138 | 169 | 114 |
Bars Traded | 9719 | 5394 | 4325 | 9719 | 5394 | 4325 |
Profit Streak | 0 | 0 | 204.5712 | 0 | 0 | 204.5712 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -288102 | -145277 | -271399 | -154919 | 673637 | -577688 |
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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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