Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 830389.3208 | 699073.9975 | 131315.3234 | 1640452.4606 | 35610735.6304 | -33970283.1698 |
Total P&L (%) | 830.3893 | 699.074 | 131.3153 | 1640.4525 | 35610.7356 | -33970.2832 |
Avg Daily Profit (%) | 0.3321 | 0.2796 | 0.0525 | 0.1143 | 0.2354 | 0 |
Buy And Hold Return (%) | 742.8808 | 742.8808 | 742.8808 | 742.8808 | 742.8808 | 742.8808 |
Max Trade Drawdown | -114418 | -74107 | -105651 | -40136411 | -3915693 | -41316665 |
Profit Factor | 3.2709 | 5.8177 | 1.5954 | 1.0296 | 5.1587 | 0.2752 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 66.6667 | 64.5161 | 68.75 | 66.6667 | 64.5161 | 68.75 |
Ratio Avg Win / Avg Loss | 1.6355 | 3.1998 | 0.7252 | 0.5148 | 2.8373 | 0.1251 |
Largest Winning Trade | 171464 | 171464 | 52668 | 26026473 | 26026473 | 2147510 |
Largest Losing Trade | -96852 | -41816 | -96852 | -39908620 | -2432225 | -39908620 |
Avg Bars in Trades | 112 | 120 | 104 | 112 | 120 | 104 |
Avg Bars in Winners | 113 | 107 | 118 | 113 | 107 | 118 |
Avg Bars in Losers | 110 | 144 | 73 | 110 | 144 | 73 |
Bars Traded | 7081 | 3744 | 3337 | 7081 | 3744 | 3337 |
Profit Streak | 119.5012 | 119.5012 | 196.5012 | 119.5012 | 119.5012 | 196.5012 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -261197 | -146258 | -284962 | -382590 | 671680 | -577404 |
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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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