Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 911541.0221 | 771933.5295 | 139607.4926 | 15746048.2343 | 19994821.2266 | -4248772.9923 |
Total P&L (%) | 911.541 | 771.9335 | 139.6075 | 15746.0482 | 19994.8212 | -4248.773 |
Avg Daily Profit (%) | 0.3646 | 0.3087 | 0.0558 | 0.2028 | 0.2123 | 0 |
Buy And Hold Return (%) | 778.6594 | 778.6594 | 778.6594 | 778.6594 | 778.6594 | 778.6594 |
Max Trade Drawdown | -57199 | -45186 | -48341 | -10666444 | -4899814 | -7258630 |
Profit Factor | 3.4617 | 6.2002 | 1.6293 | 1.7326 | 3.3904 | 0.6764 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 56.0606 | 54.5455 | 57.5758 | 56.0606 | 54.5455 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.7132 | 5.1669 | 1.2005 | 1.358 | 2.8254 | 0.4984 |
Largest Winning Trade | 355546 | 355546 | 47406 | 16448012 | 16448012 | 2984943 |
Largest Losing Trade | -44841 | -29757 | -44841 | -6110132 | -4353730 | -6110132 |
Avg Bars in Trades | 145 | 155 | 136 | 145 | 155 | 136 |
Avg Bars in Winners | 167 | 164 | 170 | 167 | 164 | 170 |
Avg Bars in Losers | 118 | 143 | 90 | 118 | 143 | 90 |
Bars Traded | 9634 | 5123 | 4511 | 9634 | 5123 | 4511 |
Profit Streak | 153.0306 | 158.5306 | 153.0306 | 153.0306 | 158.5306 | 153.0306 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -222981 | -146752 | -280628 | -116127 | 581614 | -579245 |
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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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