Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 857905.6171 | 725647.142 | 132258.4751 | 12517441.4061 | 23819907.2116 | -11302465.8055 |
Total P&L (%) | 857.9056 | 725.6471 | 132.2585 | 12517.4414 | 23819.9072 | -11302.4658 |
Avg Daily Profit (%) | 0.3431 | 0.2902 | 0.0529 | 0.1936 | 0.2193 | 0 |
Buy And Hold Return (%) | 881.5727 | 881.5727 | 881.5727 | 881.5727 | 881.5727 | 881.5727 |
Max Trade Drawdown | -98043 | -82930 | -67889 | -15435158 | -3501884 | -15372214 |
Profit Factor | 3.2885 | 5.1331 | 1.6636 | 1.4967 | 5.2905 | 0.4248 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 56.7797 | 55.9322 | 57.6271 | 56.7797 | 55.9322 | 57.6271 |
Ratio Avg Win / Avg Loss | 2.5032 | 4.0443 | 1.2232 | 1.1393 | 4.1682 | 0.3123 |
Largest Winning Trade | 202001 | 202001 | 42284 | 15145267 | 15145267 | 1006396 |
Largest Losing Trade | -67889 | -51720 | -67889 | -15372214 | -2036609 | -15372214 |
Avg Bars in Trades | 59 | 72 | 46 | 59 | 72 | 46 |
Avg Bars in Winners | 63 | 76 | 50 | 63 | 76 | 50 |
Avg Bars in Losers | 53 | 67 | 40 | 53 | 67 | 40 |
Bars Traded | 6990 | 4275 | 2715 | 6990 | 4275 | 2715 |
Profit Streak | 64.0911 | 76.0911 | 0 | 64.0911 | 76.0911 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148479 | -324023 | -461717 | 396739 | -158736 | -756469 |
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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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