Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836709.8118 | 707329.2495 | 129380.5623 | 5107200.1936 | 23559601.0198 | -18452400.8262 |
Total P&L (%) | 836.7098 | 707.3293 | 129.3806 | 5107.2002 | 23559.601 | -18452.4008 |
Avg Daily Profit (%) | 0.3346 | 0.2828 | 0.0517 | 0.1582 | 0.2188 | 0 |
Buy And Hold Return (%) | 929.6248 | 929.6248 | 929.6248 | 929.6248 | 929.6248 | 929.6248 |
Max Trade Drawdown | -92473 | -50693 | -102852 | -20343238 | -4433695 | -26729541 |
Profit Factor | 3.2914 | 7.3794 | 1.5088 | 1.1308 | 4.5163 | 0.4293 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 65.5738 | 63.3333 | 67.7419 | 65.5738 | 63.3333 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.728 | 4.2723 | 0.7185 | 0.5937 | 2.6147 | 0.2044 |
Largest Winning Trade | 154394 | 154394 | 49605 | 14192985 | 14192985 | 1532098 |
Largest Losing Trade | -86105 | -38063 | -86105 | -20136320 | -3359852 | -20136320 |
Avg Bars in Trades | 116 | 122 | 110 | 116 | 122 | 110 |
Avg Bars in Winners | 131 | 130 | 133 | 131 | 130 | 133 |
Avg Bars in Losers | 86 | 108 | 63 | 86 | 108 | 63 |
Bars Traded | 7098 | 3671 | 3427 | 7098 | 3671 | 3427 |
Profit Streak | 122.3447 | 122.3447 | 199.3447 | 122.3447 | 122.3447 | 199.3447 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -312927 | -146257 | -286678 | -234226 | 643861 | -577541 |
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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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