Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699324.0814 | 591267.1637 | 108056.9177 | -17906253.0536 | 23064158.3961 | -40970411.4496 |
Total P&L (%) | 699.3241 | 591.2672 | 108.0569 | -17906.2531 | 23064.1584 | -40970.4115 |
Avg Daily Profit (%) | 0.2797 | 0.2365 | 0.0432 | 0 | 0.218 | 0 |
Buy And Hold Return (%) | 808.0558 | 808.0558 | 808.0558 | 808.0558 | 808.0558 | 808.0558 |
Max Trade Drawdown | -137050 | -54233 | -133965 | -52196421 | -4339487 | -48217347 |
Profit Factor | 3.2849 | 7.3126 | 1.5088 | 0.6959 | 4.1791 | 0.2064 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 20 | 22 | 40 | 20 | 20 |
Losing Trades | 18 | 10 | 8 | 20 | 10 | 10 |
Profitability (%) | 70 | 66.6667 | 73.3333 | 66.6667 | 66.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.4078 | 3.6563 | 0.5486 | 0.3479 | 2.0896 | 0.1032 |
Largest Winning Trade | 116161 | 116161 | 33352 | 17818130 | 17818130 | 2891200 |
Largest Losing Trade | -133965 | -44091 | -133965 | -46070851 | -4339487 | -46070851 |
Avg Bars in Trades | 160 | 164 | 155 | 160 | 164 | 155 |
Avg Bars in Winners | 144 | 141 | 148 | 148 | 150 | 146 |
Avg Bars in Losers | 196 | 212 | 176 | 183 | 193 | 173 |
Bars Traded | 9617 | 4949 | 4668 | 9617 | 4949 | 4668 |
Profit Streak | 132.6156 | 132.6156 | 211.1156 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321445 | -146218 | -297307 | -752117 | 629926 | -578665 |
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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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