Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 861636.2663 | 723599.796 | 138036.4703 | 15344141.1948 | 17315052.6951 | -1970911.5003 |
Total P&L (%) | 861.6363 | 723.5998 | 138.0365 | 15344.1412 | 17315.0527 | -1970.9115 |
Avg Daily Profit (%) | 0.3446 | 0.2894 | 0.0552 | 0.2018 | 0.2066 | 0 |
Buy And Hold Return (%) | 821.0852 | 821.0852 | 821.0852 | 821.0852 | 821.0852 | 821.0852 |
Max Trade Drawdown | -57193 | -52352 | -70332 | -4123446 | -1084889 | -5022122 |
Profit Factor | 3.8718 | 8.9046 | 1.6621 | 2.5275 | 8.3752 | 0.744 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 64.5161 | 61.2903 | 67.7419 | 64.5161 | 61.2903 | 67.7419 |
Ratio Avg Win / Avg Loss | 2.1295 | 5.6239 | 0.7915 | 1.3901 | 5.2896 | 0.3543 |
Largest Winning Trade | 260878 | 260878 | 50545 | 9920955 | 9920955 | 834283 |
Largest Losing Trade | -53440 | -39231 | -53440 | -3656023 | -826102 | -3656023 |
Avg Bars in Trades | 117 | 118 | 116 | 117 | 118 | 116 |
Avg Bars in Winners | 116 | 112 | 119 | 116 | 112 | 119 |
Avg Bars in Losers | 119 | 127 | 109 | 119 | 127 | 109 |
Bars Traded | 7267 | 3661 | 3606 | 7267 | 3661 | 3606 |
Profit Streak | 121.5238 | 121.5238 | 201.8571 | 121.5238 | 121.5238 | 201.8571 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -289437 | -146458 | -281367 | -143506 | 670000 | -577541 |
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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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