Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1123259.4257 | 899845.9101 | 223413.5156 | 103808147.8481 | 87089540.0864 | 16718607.7618 |
Total P&L (%) | 1123.2594 | 899.8459 | 223.4135 | 103808.1478 | 87089.5401 | 16718.6078 |
Avg Daily Profit (%) | 0.4493 | 0.3599 | 0.0894 | 0.2782 | 0.2712 | 0.2052 |
Buy And Hold Return (%) | 774.1892 | 774.1892 | 774.1892 | 774.1892 | 774.1892 | 774.1892 |
Max Trade Drawdown | -57689 | -67650 | -33780 | -8415409 | -4629796 | -5130551 |
Profit Factor | 4.9651 | 6.9932 | 2.678 | 6.7679 | 12.5001 | 2.6038 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 66.1538 | 65.625 | 66.6667 | 66.1538 | 65.625 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.5403 | 3.6631 | 1.339 | 3.4627 | 6.5477 | 1.3019 |
Largest Winning Trade | 284898 | 284898 | 55355 | 48709535 | 48709535 | 9924515 |
Largest Losing Trade | -40321 | -40321 | -25594 | -4629796 | -4629796 | -3785612 |
Avg Bars in Trades | 145 | 176 | 114 | 145 | 176 | 114 |
Avg Bars in Winners | 144 | 156 | 133 | 144 | 156 | 133 |
Avg Bars in Losers | 145 | 213 | 77 | 145 | 213 | 77 |
Bars Traded | 9436 | 5648 | 3788 | 9436 | 5648 | 3788 |
Profit Streak | 136.4249 | 136.4249 | 211.9249 | 136.4249 | 136.4249 | 211.9249 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140119 | -94786 | -232322 | -115320 | 710540 | 541713 |
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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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