Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821039.7743 | 701653.8412 | 119385.9331 | 2458169.8545 | 19553906.5539 | -17095736.6993 |
Total P&L (%) | 821.0398 | 701.6538 | 119.3859 | 2458.1699 | 19553.9066 | -17095.7367 |
Avg Daily Profit (%) | 0.3284 | 0.2806 | 0.0477 | 0.1297 | 0.2114 | 0 |
Buy And Hold Return (%) | 874.7745 | 874.7745 | 874.7745 | 874.7745 | 874.7745 | 874.7745 |
Max Trade Drawdown | -99476 | -52342 | -93378 | -21176343 | -1504339 | -21085148 |
Profit Factor | 3.586 | 6.566 | 1.6236 | 1.0988 | 9.7004 | 0.2446 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 71.6667 | 73.3333 | 70 | 71.6667 | 73.3333 | 70 |
Ratio Avg Win / Avg Loss | 1.4177 | 2.3876 | 0.6958 | 0.4344 | 3.5274 | 0.1048 |
Largest Winning Trade | 168445 | 168445 | 58530 | 14103896 | 14103896 | 742818 |
Largest Losing Trade | -93378 | -52342 | -93378 | -21085148 | -1504339 | -21085148 |
Avg Bars in Trades | 112 | 156 | 68 | 112 | 156 | 68 |
Avg Bars in Winners | 98 | 118 | 78 | 98 | 118 | 78 |
Avg Bars in Losers | 147 | 263 | 43 | 147 | 263 | 43 |
Bars Traded | 6752 | 4705 | 2047 | 6752 | 4705 | 2047 |
Profit Streak | 277.6438 | 277.6438 | 282.6438 | 277.6438 | 277.6438 | 282.6438 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -320718 | -144956 | -291490 | -305910 | 728266 | -577644 |
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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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