Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846017.2472 | 752972.0904 | 93045.1568 | 5684781.785 | 8226017.2411 | -2541235.4562 |
Total P&L (%) | 846.0172 | 752.9721 | 93.0452 | 5684.7818 | 8226.0172 | -2541.2355 |
Avg Daily Profit (%) | 0.3383 | 0.3011 | 0.0372 | 0.1624 | 0.177 | 0 |
Buy And Hold Return (%) | 839.5246 | 839.5246 | 839.5246 | 839.5246 | 839.5246 | 839.5246 |
Max Trade Drawdown | -94427 | -34691 | -85197 | -3770323 | -1971545 | -4807509 |
Profit Factor | 3.1325 | 6.1084 | 1.3732 | 1.4993 | 2.9749 | 0.6481 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 47.541 | 51.6129 | 43.3333 | 47.541 | 51.6129 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.4565 | 5.7266 | 1.7957 | 1.6543 | 2.789 | 0.8475 |
Largest Winning Trade | 331287 | 331287 | 52019 | 5684256 | 5684256 | 1222973 |
Largest Losing Trade | -70011 | -25552 | -70011 | -3075042 | -1881074 | -3075042 |
Avg Bars in Trades | 116 | 118 | 114 | 116 | 118 | 114 |
Avg Bars in Winners | 139 | 127 | 154 | 139 | 127 | 154 |
Avg Bars in Losers | 95 | 108 | 82 | 95 | 108 | 82 |
Bars Traded | 7092 | 3670 | 3422 | 7092 | 3670 | 3422 |
Profit Streak | 79.1856 | 80.8523 | 0 | 79.1856 | 80.8523 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -314564 | -147620 | -309971 | -156421 | 512988 | -583418 |
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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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