Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922958.6231 | 808206.9713 | 114751.6519 | 9711432.1048 | 13441495.6374 | -3730063.5326 |
Total P&L (%) | 922.9586 | 808.207 | 114.7517 | 9711.4321 | 13441.4956 | -3730.0635 |
Avg Daily Profit (%) | 0.3691 | 0.3232 | 0.0459 | 0.1836 | 0.1965 | 0 |
Buy And Hold Return (%) | 691.3032 | 691.3032 | 691.3032 | 691.3032 | 691.3032 | 691.3032 |
Max Trade Drawdown | -79731 | -48590 | -74009 | -5218393 | -2234790 | -7456106 |
Profit Factor | 3.2348 | 5.5567 | 1.487 | 1.516 | 2.8447 | 0.6767 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Profitability (%) | 56.25 | 56.25 | 56.25 | 56.25 | 56.25 | 56.25 |
Ratio Avg Win / Avg Loss | 2.5159 | 4.3219 | 1.1565 | 1.1791 | 2.2125 | 0.5263 |
Largest Winning Trade | 338472 | 338472 | 54849 | 9338550 | 9338550 | 1675632 |
Largest Losing Trade | -59767 | -35544 | -59767 | -4092972 | -2016949 | -4092972 |
Avg Bars in Trades | 107 | 113 | 101 | 107 | 113 | 101 |
Avg Bars in Winners | 126 | 123 | 130 | 126 | 123 | 130 |
Avg Bars in Losers | 82 | 100 | 65 | 82 | 100 | 65 |
Bars Traded | 6883 | 3626 | 3257 | 6883 | 3626 | 3257 |
Profit Streak | 143.108 | 154.4413 | 143.108 | 143.108 | 154.4413 | 143.108 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -187196 | -94130 | -294814 | -132037 | 546478 | -579428 |
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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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