Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932686.4922 | 767982.5864 | 164703.9058 | 19358156.9202 | 21694696.0281 | -2336539.1079 |
Total P&L (%) | 932.6865 | 767.9826 | 164.7039 | 19358.1569 | 21694.696 | -2336.5391 |
Avg Daily Profit (%) | 0.373 | 0.3072 | 0.0659 | 0.211 | 0.2156 | 0 |
Buy And Hold Return (%) | 818.562 | 818.562 | 818.562 | 818.562 | 818.562 | 818.562 |
Max Trade Drawdown | -109143 | -93974 | -50428 | -11503610 | -4328147 | -7471651 |
Profit Factor | 4.2395 | 5.4488 | 2.4287 | 2.0168 | 3.4338 | 0.7692 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 66.1017 | 65.5172 | 66.6667 | 66.1017 | 65.5172 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.1741 | 2.8678 | 1.2143 | 1.0342 | 1.8073 | 0.3846 |
Largest Winning Trade | 290926 | 290926 | 54797 | 16522719 | 16522719 | 2650600 |
Largest Losing Trade | -54974 | -54974 | -36136 | -7211586 | -4292023 | -7211586 |
Avg Bars in Trades | 115 | 193 | 40 | 115 | 193 | 40 |
Avg Bars in Winners | 102 | 165 | 42 | 102 | 165 | 42 |
Avg Bars in Losers | 140 | 245 | 34 | 140 | 245 | 34 |
Bars Traded | 6806 | 5604 | 1202 | 6806 | 5604 | 1202 |
Profit Streak | 114.9329 | 114.9329 | 240.9329 | 114.9329 | 114.9329 | 240.9329 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -281708 | -146180 | -264151 | -165206 | 621286 | -577692 |
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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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