Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884951.042 | 717351.7295 | 167599.3125 | 1708282.1001 | 7772842.1646 | -6064560.0645 |
Total P&L (%) | 884.951 | 717.3517 | 167.5993 | 1708.2821 | 7772.8422 | -6064.5601 |
Avg Daily Profit (%) | 0.354 | 0.2869 | 0.067 | 0.1159 | 0.1748 | 0 |
Buy And Hold Return (%) | 753.1019 | 753.1019 | 753.1019 | 753.1019 | 753.1019 | 753.1019 |
Max Trade Drawdown | -97708 | -48692 | -97708 | -5693246 | -288328 | -7675310 |
Profit Factor | 3.8621 | 9.3003 | 1.7523 | 1.1821 | 15.0113 | 0.3127 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 14 | 7 | 7 | 14 | 7 | 7 |
Profitability (%) | 75.8621 | 75.8621 | 75.8621 | 75.8621 | 75.8621 | 75.8621 |
Ratio Avg Win / Avg Loss | 1.2289 | 2.9592 | 0.5576 | 0.3761 | 4.7763 | 0.0995 |
Largest Winning Trade | 167883 | 167883 | 48840 | 2471571 | 2471571 | 935633 |
Largest Losing Trade | -97708 | -44673 | -97708 | -5693246 | -261874 | -5693246 |
Avg Bars in Trades | 165 | 186 | 143 | 165 | 186 | 143 |
Avg Bars in Winners | 161 | 171 | 151 | 161 | 171 | 151 |
Avg Bars in Losers | 176 | 233 | 119 | 176 | 233 | 119 |
Bars Traded | 9581 | 5409 | 4172 | 9581 | 5409 | 4172 |
Profit Streak | 111.4234 | 111.4234 | 187.6734 | 111.4234 | 111.4234 | 187.6734 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -271296 | -144608 | -264767 | -240032 | 727582 | -576892 |
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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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