Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 955697.9308 | 814929.9087 | 140768.0221 | 19160457.5081 | 22508731.0371 | -3348273.529 |
Total P&L (%) | 955.6979 | 814.9299 | 140.768 | 19160.4575 | 22508.731 | -3348.2735 |
Avg Daily Profit (%) | 0.3822 | 0.3259 | 0.0563 | 0.2106 | 0.2171 | 0 |
Buy And Hold Return (%) | 762.0333 | 762.0333 | 762.0333 | 762.0333 | 762.0333 | 762.0333 |
Max Trade Drawdown | -57142 | -53570 | -43871 | -10488698 | -5886174 | -6147149 |
Profit Factor | 3.6358 | 5.7999 | 1.7301 | 1.9013 | 2.9863 | 0.6627 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 53.125 | 56.25 | 50 | 53.125 | 56.25 | 50 |
Ratio Avg Win / Avg Loss | 3.2081 | 4.511 | 1.7301 | 1.6776 | 2.3227 | 0.6627 |
Largest Winning Trade | 309835 | 309835 | 54441 | 18321864 | 18321864 | 1238900 |
Largest Losing Trade | -43871 | -38932 | -43871 | -5886174 | -5886174 | -3209721 |
Avg Bars in Trades | 143 | 151 | 134 | 143 | 151 | 134 |
Avg Bars in Winners | 166 | 166 | 166 | 166 | 166 | 166 |
Avg Bars in Losers | 117 | 133 | 103 | 117 | 133 | 103 |
Bars Traded | 9176 | 4861 | 4315 | 9176 | 4861 | 4315 |
Profit Streak | 71.7732 | 157.2732 | 0 | 71.7732 | 157.2732 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212858 | -124943 | -280267 | -130798 | 562664 | -580810 |
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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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