Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1014123.9398 | 828622.4929 | 185501.4469 | 38255449.6761 | 35443090.2967 | 2812359.3794 |
Total P&L (%) | 1014.1239 | 828.6225 | 185.5014 | 38255.4497 | 35443.0903 | 2812.3594 |
Avg Daily Profit (%) | 0.4056 | 0.3314 | 0.0742 | 0.2382 | 0.2352 | 0.1349 |
Buy And Hold Return (%) | 728.1986 | 728.1986 | 728.1986 | 728.1986 | 728.1986 | 728.1986 |
Max Trade Drawdown | -56229 | -53024 | -43271 | -3702387 | -2074881 | -3164784 |
Profit Factor | 4.4846 | 7.5375 | 2.1291 | 4.3234 | 7.3209 | 1.4764 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 61.0169 | 63.3333 | 58.6207 | 61.0169 | 63.3333 | 58.6207 |
Ratio Avg Win / Avg Loss | 2.8651 | 4.3638 | 1.5029 | 2.7622 | 4.2384 | 1.0421 |
Largest Winning Trade | 339623 | 339623 | 48939 | 23381459 | 23381459 | 1827566 |
Largest Losing Trade | -43271 | -22186 | -43271 | -3164784 | -1612199 | -3164784 |
Avg Bars in Trades | 122 | 134 | 109 | 122 | 134 | 109 |
Avg Bars in Winners | 134 | 130 | 138 | 134 | 130 | 138 |
Avg Bars in Losers | 103 | 141 | 69 | 103 | 141 | 69 |
Bars Traded | 7224 | 4038 | 3186 | 7224 | 4038 | 3186 |
Profit Streak | 83.2574 | 114.5908 | 0 | 83.2574 | 114.5908 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -203922 | -102939 | -254550 | -161850 | 687996 | -12597 |
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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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