Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977333.9252 | 807431.3116 | 169902.6136 | 33796087.8362 | 33843239.716 | -47151.8798 |
Total P&L (%) | 977.3339 | 807.4313 | 169.9026 | 33796.0878 | 33843.2397 | -47.1519 |
Avg Daily Profit (%) | 0.3909 | 0.3229 | 0.068 | 0.2333 | 0.2333 | -0.0255 |
Buy And Hold Return (%) | 704.9238 | 704.9238 | 704.9238 | 704.9238 | 704.9238 | 704.9238 |
Max Trade Drawdown | -60378 | -48832 | -47890 | -7570214 | -4859590 | -4214309 |
Profit Factor | 4.1991 | 7.4336 | 1.9439 | 2.8953 | 4.9386 | 0.9949 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 59.6774 | 58.0645 | 61.2903 | 59.6774 | 58.0645 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.8373 | 5.3687 | 1.2277 | 1.9563 | 3.5668 | 0.6284 |
Largest Winning Trade | 335468 | 335468 | 49880 | 21901285 | 21901285 | 1182777 |
Largest Losing Trade | -47890 | -17453 | -47890 | -4859590 | -4859590 | -3938647 |
Avg Bars in Trades | 115 | 127 | 103 | 115 | 127 | 103 |
Avg Bars in Winners | 123 | 127 | 119 | 123 | 127 | 119 |
Avg Bars in Losers | 103 | 126 | 78 | 103 | 126 | 78 |
Bars Traded | 7145 | 3938 | 3207 | 7145 | 3938 | 3207 |
Profit Streak | 146.8853 | 154.2186 | 146.8853 | 146.8853 | 154.2186 | 146.8853 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -184569 | -100951 | -263403 | -142043 | 649509 | -578781 |
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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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