Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1080194.4564 | 849876.4325 | 230318.0239 | 119909540.1445 | 166305346.7547 | -46395806.6102 |
Total P&L (%) | 1080.1945 | 849.8764 | 230.318 | 119909.5401 | 166305.3468 | -46395.8066 |
Avg Daily Profit (%) | 0.4321 | 0.34 | 0.0921 | 0.284 | 0.2971 | 0 |
Buy And Hold Return (%) | 956.5572 | 956.5572 | 956.5572 | 956.5572 | 956.5572 | 956.5572 |
Max Trade Drawdown | -67391 | -45500 | -53967 | -90130951 | -18716489 | -76774133 |
Profit Factor | 4.8097 | 9.1068 | 2.2888 | 1.7955 | 4.6356 | 0.5581 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 66.1538 | 68.75 | 63.6364 | 66.1538 | 68.75 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.4608 | 4.1395 | 1.3079 | 0.9186 | 2.1071 | 0.3189 |
Largest Winning Trade | 240935 | 240935 | 49014 | 118998472 | 118998472 | 6368577 |
Largest Losing Trade | -43863 | -39896 | -43863 | -54920116 | -10358557 | -54920116 |
Avg Bars in Trades | 145 | 157 | 133 | 145 | 157 | 133 |
Avg Bars in Winners | 157 | 149 | 165 | 157 | 149 | 165 |
Avg Bars in Losers | 122 | 175 | 78 | 122 | 175 | 78 |
Bars Traded | 9442 | 5040 | 4402 | 9442 | 5040 | 4402 |
Profit Streak | 114.7182 | 114.7182 | 192.4682 | 114.7182 | 114.7182 | 192.4682 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -240442 | -145053 | -229784 | -123169 | 696858 | -578060 |
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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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