Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623658.126 | 550199.2738 | 73458.8522 | -4815374.6784 | 8420978.8649 | -13236353.5433 |
Total P&L (%) | 623.6581 | 550.1993 | 73.4589 | -4815.3747 | 8420.9789 | -13236.3535 |
Avg Daily Profit (%) | 0.2494 | 0.2201 | 0.0294 | 0 | 0.1779 | 0 |
Buy And Hold Return (%) | 834.9716 | 834.9716 | 834.9716 | 834.9716 | 834.9716 | 834.9716 |
Max Trade Drawdown | -143302 | -52219 | -140144 | -15633881 | -1422728 | -15201328 |
Profit Factor | 2.6988 | 6.2115 | 1.2809 | 0.7517 | 4.0867 | 0.2057 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 47 | 23 | 24 | 45 | 24 | 21 |
Losing Trades | 19 | 10 | 9 | 21 | 9 | 12 |
Profitability (%) | 71.2121 | 69.697 | 72.7273 | 68.1818 | 72.7273 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.091 | 2.7007 | 0.4803 | 0.3508 | 1.5325 | 0.1175 |
Largest Winning Trade | 113022 | 113022 | 32069 | 5775722 | 5775722 | 899471 |
Largest Losing Trade | -130600 | -47462 | -130600 | -14217087 | -1422728 | -14217087 |
Avg Bars in Trades | 110 | 117 | 103 | 110 | 117 | 103 |
Avg Bars in Winners | 100 | 102 | 98 | 102 | 103 | 100 |
Avg Bars in Losers | 134 | 152 | 114 | 127 | 153 | 108 |
Bars Traded | 7268 | 3869 | 3399 | 7268 | 3869 | 3399 |
Profit Streak | 16.6611 | 0 | 204.6611 | 0 | 57.6611 | 0 |
Trades During Streak | 1 | 0 | 3 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -278456 | -146511 | -316828 | -706920 | 664441 | -579035 |
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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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