Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070216.2656 | 858317.4996 | 211898.766 | 79097054.7599 | 99117093.4378 | -20020038.6779 |
Total P&L (%) | 1070.2163 | 858.3175 | 211.8988 | 79097.0548 | 99117.0934 | -20020.0387 |
Avg Daily Profit (%) | 0.428 | 0.3433 | 0.0847 | 0.2673 | 0.2763 | 0 |
Buy And Hold Return (%) | 711.5747 | 711.5747 | 711.5747 | 711.5747 | 711.5747 | 711.5747 |
Max Trade Drawdown | -53653 | -22424 | -55126 | -58390749 | -26889020 | -40317264 |
Profit Factor | 5.4314 | 10.2185 | 2.4279 | 1.8524 | 3.1364 | 0.5685 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Losing Trades | 24 | 9 | 15 | 24 | 9 | 15 |
Profitability (%) | 60 | 70 | 50 | 60 | 70 | 50 |
Ratio Avg Win / Avg Loss | 3.6209 | 4.3794 | 2.4279 | 1.2349 | 1.3442 | 0.5685 |
Largest Winning Trade | 337429 | 337429 | 60028 | 101340700 | 101340700 | 5490828 |
Largest Losing Trade | -22830 | -22424 | -22830 | -26889020 | -26889020 | -14534335 |
Avg Bars in Trades | 119 | 140 | 98 | 119 | 140 | 98 |
Avg Bars in Winners | 139 | 149 | 126 | 139 | 149 | 126 |
Avg Bars in Losers | 89 | 121 | 71 | 89 | 121 | 71 |
Bars Traded | 7193 | 4225 | 2968 | 7193 | 4225 | 2968 |
Profit Streak | 74.2543 | 92.5876 | 0 | 74.2543 | 92.5876 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163743 | -80324 | -241008 | -160628 | 614768 | -580825 |
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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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