Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443710.0552 | 506095.6713 | -62385.6161 | 7690532.7828 | -7045885.6367 | 14736418.4195 |
Total P&L (%) | 443.7101 | 506.0957 | -62.3856 | 7690.5328 | -7045.8856 | 14736.4184 |
Avg Daily Profit (%) | 0.1775 | 0.2024 | -0.025 | 0.1743 | 0 | 0.2002 |
Buy And Hold Return (%) | 746.5653 | 746.5653 | 746.5653 | 746.5653 | 746.5653 | 746.5653 |
Max Trade Drawdown | -182821 | -77326 | -187140 | -12028543 | -9268988 | -2898575 |
Profit Factor | 1.8974 | 6.7321 | 0.8464 | 1.5576 | 0.2801 | 4.6797 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 41 | 21 | 20 | 23 | 10 | 13 |
Losing Trades | 16 | 7 | 9 | 34 | 18 | 16 |
Profitability (%) | 71.9298 | 75 | 68.9655 | 40.3509 | 35.7143 | 44.8276 |
Ratio Avg Win / Avg Loss | 0.7405 | 2.244 | 0.3809 | 2.3025 | 0.5043 | 5.7597 |
Largest Winning Trade | 115167 | 115167 | 65505 | 16082407 | 2042538 | 16082407 |
Largest Losing Trade | -175557 | -43370 | -175557 | -5763427 | -5763427 | -849812 |
Avg Bars in Trades | 124 | 128 | 120 | 124 | 128 | 120 |
Avg Bars in Winners | 108 | 108 | 108 | 128 | 117 | 136 |
Avg Bars in Losers | 166 | 189 | 148 | 122 | 135 | 107 |
Bars Traded | 7110 | 3608 | 3502 | 7110 | 3608 | 3502 |
Profit Streak | 125.2971 | 125.2971 | 205.9637 | 125.2971 | 125.2971 | 371.9637 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -332830 | -166439 | -577398 | -171313 | -606822 | 536178 |
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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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