Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794878.7327 | 683559.9539 | 111318.7789 | 1791382.8453 | 13718015.137 | -11926632.2917 |
Total P&L (%) | 794.8787 | 683.56 | 111.3188 | 1791.3828 | 13718.0151 | -11926.6323 |
Avg Daily Profit (%) | 0.3179 | 0.2734 | 0.0445 | 0.1176 | 0.1973 | 0 |
Buy And Hold Return (%) | 729.3694 | 729.3694 | 729.3694 | 729.3694 | 729.3694 | 729.3694 |
Max Trade Drawdown | -119089 | -67760 | -102667 | -15407964 | -1049224 | -15242032 |
Profit Factor | 2.9415 | 4.4371 | 1.5288 | 1.0922 | 6.616 | 0.2975 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 63.6364 | 63.6364 | 63.6364 | 63.6364 | 63.6364 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.6809 | 2.5355 | 0.8736 | 0.6241 | 3.7806 | 0.17 |
Largest Winning Trade | 200716 | 200716 | 40437 | 9399242 | 9399242 | 772679 |
Largest Losing Trade | -93340 | -47398 | -93340 | -15146684 | -722743 | -15146684 |
Avg Bars in Trades | 110 | 99 | 120 | 110 | 99 | 120 |
Avg Bars in Winners | 96 | 80 | 111 | 96 | 80 | 111 |
Avg Bars in Losers | 134 | 132 | 136 | 134 | 132 | 136 |
Bars Traded | 7273 | 3283 | 3990 | 7273 | 3283 | 3990 |
Profit Streak | 143.4079 | 153.7413 | 143.4079 | 143.4079 | 153.7413 | 143.4079 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -248522 | -147024 | -296709 | -285463 | 692981 | -578073 |
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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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