Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976980.4467 | 769927.5224 | 207052.9243 | 55995543.7955 | 72009396.5336 | -16013852.7381 |
Total P&L (%) | 976.9804 | 769.9275 | 207.0529 | 55995.5438 | 72009.3965 | -16013.8527 |
Avg Daily Profit (%) | 0.3907 | 0.3079 | 0.0828 | 0.2535 | 0.2635 | 0 |
Buy And Hold Return (%) | 889.8442 | 889.8442 | 889.8442 | 889.8442 | 889.8442 | 889.8442 |
Max Trade Drawdown | -71338 | -51646 | -66468 | -40076065 | -11962937 | -29444820 |
Profit Factor | 4.4663 | 7.0457 | 2.3401 | 1.9788 | 4.2761 | 0.5454 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 68.1818 | 69.697 | 66.6667 | 68.1818 | 69.697 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.0843 | 3.0633 | 1.1701 | 0.9235 | 1.8592 | 0.2727 |
Largest Winning Trade | 227782 | 227782 | 47867 | 48619489 | 48619489 | 2876380 |
Largest Losing Trade | -60378 | -42292 | -60378 | -25566941 | -11962937 | -25566941 |
Avg Bars in Trades | 111 | 124 | 98 | 111 | 124 | 98 |
Avg Bars in Winners | 119 | 122 | 116 | 119 | 122 | 116 |
Avg Bars in Losers | 95 | 130 | 64 | 95 | 130 | 64 |
Bars Traded | 7380 | 4122 | 3258 | 7380 | 4122 | 3258 |
Profit Streak | 159.8095 | 161.4762 | 159.8095 | 159.8095 | 161.4762 | 159.8095 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -243001 | -144795 | -241724 | -115284 | 696208 | -577677 |
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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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