Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1183685.7501 | 928267.895 | 255417.8551 | 128265131.8982 | 116511068.3779 | 11754063.5203 |
Total P&L (%) | 1183.6858 | 928.2679 | 255.4179 | 128265.1319 | 116511.0684 | 11754.0635 |
Avg Daily Profit (%) | 0.4733 | 0.3712 | 0.1021 | 0.2866 | 0.2828 | 0.1911 |
Buy And Hold Return (%) | 887.6515 | 887.6515 | 887.6515 | 887.6515 | 887.6515 | 887.6515 |
Max Trade Drawdown | -87158 | -51823 | -73588 | -27327092 | -10301782 | -26057937 |
Profit Factor | 6.4475 | 9.767 | 3.2927 | 3.891 | 8.362 | 1.4118 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 69.3548 | 64.5161 | 74.1935 | 69.3548 | 64.5161 | 74.1935 |
Ratio Avg Win / Avg Loss | 2.8489 | 5.3718 | 1.1453 | 1.7193 | 4.5991 | 0.4911 |
Largest Winning Trade | 349361 | 349361 | 38900 | 59616258 | 59616258 | 6033526 |
Largest Losing Trade | -73588 | -40964 | -73588 | -26057937 | -8218948 | -26057937 |
Avg Bars in Trades | 116 | 125 | 108 | 116 | 125 | 108 |
Avg Bars in Winners | 126 | 132 | 121 | 126 | 132 | 121 |
Avg Bars in Losers | 94 | 111 | 71 | 94 | 111 | 71 |
Bars Traded | 7237 | 3880 | 3357 | 7237 | 3880 | 3357 |
Profit Streak | 350.0059 | 350.0059 | 367.0059 | 350.0059 | 350.0059 | 367.0059 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197687 | -130327 | -212755 | -138808 | 736509 | 414737 |
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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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