Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1197277.5159 | 940791.7154 | 256485.8005 | 161298074.2344 | 201617363.498 | -40319289.2636 |
Total P&L (%) | 1197.2775 | 940.7917 | 256.4858 | 161298.0742 | 201617.3635 | -40319.2893 |
Avg Daily Profit (%) | 0.4789 | 0.3763 | 0.1026 | 0.2959 | 0.3048 | 0 |
Buy And Hold Return (%) | 727.1827 | 727.1827 | 727.1827 | 727.1827 | 727.1827 | 727.1827 |
Max Trade Drawdown | -83055 | -33570 | -70011 | -87988089 | -45767194 | -81550224 |
Profit Factor | 5.8593 | 9.4613 | 2.8971 | 1.944 | 3.9792 | 0.6093 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 68.3333 | 66.6667 | 70 | 68.3333 | 66.6667 | 70 |
Ratio Avg Win / Avg Loss | 2.7153 | 4.7307 | 1.2416 | 0.9009 | 1.9896 | 0.2611 |
Largest Winning Trade | 321214 | 321214 | 52662 | 140488338 | 140488338 | 9781408 |
Largest Losing Trade | -70011 | -27460 | -70011 | -53244652 | -45767194 | -53244652 |
Avg Bars in Trades | 152 | 168 | 137 | 152 | 168 | 137 |
Avg Bars in Winners | 157 | 169 | 145 | 157 | 169 | 145 |
Avg Bars in Losers | 143 | 166 | 117 | 143 | 166 | 117 |
Bars Traded | 9175 | 5059 | 4116 | 9175 | 5059 | 4116 |
Profit Streak | 150.1724 | 156.9224 | 150.1724 | 150.1724 | 156.9224 | 150.1724 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -160170 | -53238 | -214252 | -159999 | 686078 | -577658 |
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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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