Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688955.007 | 569756.639 | 119198.3681 | -1002836.9184 | 16528704.4121 | -17531541.3305 |
Total P&L (%) | 688.955 | 569.7566 | 119.1984 | -1002.8369 | 16528.7044 | -17531.5413 |
Avg Daily Profit (%) | 0.2755 | 0.2279 | 0.0477 | 0 | 0.2047 | 0 |
Buy And Hold Return (%) | 761.5691 | 761.5691 | 761.5691 | 761.5691 | 761.5691 | 761.5691 |
Max Trade Drawdown | -102310 | -47844 | -106725 | -21318537 | -1366017 | -21944201 |
Profit Factor | 3.4273 | 7.0998 | 1.626 | 0.9674 | 4.7086 | 0.3341 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 45 | 23 | 22 | 41 | 21 | 20 |
Losing Trades | 18 | 8 | 10 | 22 | 10 | 12 |
Profitability (%) | 71.4286 | 74.1935 | 68.75 | 65.0794 | 67.7419 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3709 | 2.4695 | 0.7391 | 0.5191 | 2.2422 | 0.2005 |
Largest Winning Trade | 113865 | 113865 | 36213 | 10869671 | 10869671 | 2622737 |
Largest Losing Trade | -102310 | -39007 | -102310 | -20887378 | -1114723 | -20887378 |
Avg Bars in Trades | 115 | 118 | 112 | 115 | 118 | 112 |
Avg Bars in Winners | 110 | 111 | 108 | 107 | 107 | 106 |
Avg Bars in Losers | 128 | 136 | 121 | 130 | 140 | 121 |
Bars Traded | 7257 | 3668 | 3589 | 7257 | 3668 | 3589 |
Profit Streak | 200.8393 | 337.5059 | 200.8393 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -298486 | -144533 | -291344 | -729823 | 645097 | -579190 |
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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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