Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1050154.1579 | 856625.0961 | 193529.0618 | 41495195.0271 | 42965542.9628 | -1470347.9357 |
Total P&L (%) | 1050.1542 | 856.6251 | 193.5291 | 41495.195 | 42965.543 | -1470.3479 |
Avg Daily Profit (%) | 0.4199 | 0.3426 | 0.0774 | 0.2414 | 0.2428 | 0 |
Buy And Hold Return (%) | 746.2092 | 746.2092 | 746.2092 | 746.2092 | 746.2092 | 746.2092 |
Max Trade Drawdown | -72175 | -49200 | -62252 | -8683329 | -4315810 | -6663642 |
Profit Factor | 4.5655 | 8.181 | 2.1043 | 2.822 | 5.4176 | 0.8873 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 64.5161 | 67.7419 | 61.2903 | 64.5161 | 67.7419 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.511 | 3.8957 | 1.3291 | 1.5521 | 2.5798 | 0.5604 |
Largest Winning Trade | 344071 | 344071 | 42874 | 27320331 | 27320331 | 2166651 |
Largest Losing Trade | -59468 | -45282 | -59468 | -5000110 | -4315810 | -5000110 |
Avg Bars in Trades | 110 | 122 | 99 | 110 | 122 | 99 |
Avg Bars in Winners | 123 | 128 | 117 | 123 | 128 | 117 |
Avg Bars in Losers | 88 | 110 | 71 | 88 | 110 | 71 |
Bars Traded | 6878 | 3798 | 3080 | 6878 | 3798 | 3080 |
Profit Streak | 182.0169 | 187.0169 | 182.0169 | 182.0169 | 187.0169 | 182.0169 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176923 | -98725 | -250496 | -141482 | 710561 | -578768 |
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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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