Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702833.8922 | 622392.865 | 80441.0272 | -3639886.6334 | 10495575.5979 | -14135462.2313 |
Total P&L (%) | 702.8339 | 622.3929 | 80.441 | -3639.8866 | 10495.5756 | -14135.4622 |
Avg Daily Profit (%) | 0.2811 | 0.2489 | 0.0322 | 0 | 0.1867 | 0 |
Buy And Hold Return (%) | 829.9663 | 829.9663 | 829.9663 | 829.9663 | 829.9663 | 829.9663 |
Max Trade Drawdown | -136077 | -59325 | -126170 | -15672021 | -1578585 | -16907619 |
Profit Factor | 2.6927 | 5.6664 | 1.2854 | 0.8437 | 3.7617 | 0.2746 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 44 | 20 | 24 | 42 | 21 | 21 |
Losing Trades | 23 | 13 | 10 | 25 | 12 | 13 |
Profitability (%) | 65.6716 | 60.6061 | 70.5882 | 62.6866 | 63.6364 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.4075 | 3.6832 | 0.5356 | 0.5022 | 2.1496 | 0.17 |
Largest Winning Trade | 177925 | 177925 | 34523 | 7766885 | 7766885 | 686527 |
Largest Losing Trade | -118206 | -39726 | -118206 | -14340971 | -1111556 | -14340971 |
Avg Bars in Trades | 108 | 110 | 106 | 108 | 110 | 106 |
Avg Bars in Winners | 104 | 100 | 108 | 105 | 103 | 107 |
Avg Bars in Losers | 115 | 126 | 100 | 113 | 122 | 103 |
Bars Traded | 7257 | 3647 | 3610 | 7257 | 3647 | 3610 |
Profit Streak | 123.3046 | 123.3046 | 236.9712 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -270637 | -147122 | -313353 | -700133 | 595928 | -579270 |
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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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