Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610389.3125 | 529777.7136 | 80611.5989 | -4861989.9502 | 8277168.0435 | -13139157.9938 |
Total P&L (%) | 610.3893 | 529.7777 | 80.6116 | -4861.99 | 8277.168 | -13139.158 |
Avg Daily Profit (%) | 0.2441 | 0.2119 | 0.0322 | 0 | 0.1773 | 0 |
Buy And Hold Return (%) | 808.3152 | 808.3152 | 808.3152 | 808.3152 | 808.3152 | 808.3152 |
Max Trade Drawdown | -120750 | -81133 | -120750 | -17202487 | -1378764 | -15823722 |
Profit Factor | 3.0858 | 4.9835 | 1.5049 | 0.7344 | 4.9794 | 0.1901 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 48 | 23 | 25 | 44 | 22 | 22 |
Losing Trades | 14 | 8 | 6 | 18 | 9 | 9 |
Profitability (%) | 77.4194 | 74.1935 | 80.6452 | 70.9677 | 70.9677 | 70.9677 |
Ratio Avg Win / Avg Loss | 0.9 | 1.7334 | 0.3612 | 0.3004 | 2.037 | 0.0778 |
Largest Winning Trade | 129678 | 129678 | 34534 | 6353110 | 6353110 | 658377 |
Largest Losing Trade | -120750 | -52646 | -120750 | -15021955 | -1210451 | -15021955 |
Avg Bars in Trades | 116 | 151 | 82 | 116 | 151 | 82 |
Avg Bars in Winners | 97 | 122 | 74 | 103 | 130 | 75 |
Avg Bars in Losers | 183 | 235 | 114 | 150 | 201 | 100 |
Bars Traded | 7248 | 4689 | 2559 | 7248 | 4689 | 2559 |
Profit Streak | 127.7404 | 127.7404 | 230.4071 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -307839 | -146192 | -310660 | -736559 | 658846 | -578099 |
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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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