Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892120.7068 | 785522.2689 | 106598.438 | 8862854.1893 | 13474877.9358 | -4612023.7465 |
Total P&L (%) | 892.1207 | 785.5223 | 106.5984 | 8862.8542 | 13474.8779 | -4612.0237 |
Avg Daily Profit (%) | 0.3568 | 0.3142 | 0.0426 | 0.18 | 0.1966 | 0 |
Buy And Hold Return (%) | 725.2629 | 725.2629 | 725.2629 | 725.2629 | 725.2629 | 725.2629 |
Max Trade Drawdown | -80458 | -59852 | -70563 | -6393569 | -3077807 | -7575235 |
Profit Factor | 3.1072 | 5.4743 | 1.4302 | 1.4307 | 2.7358 | 0.6401 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 59.7015 | 58.8235 | 60.6061 | 59.7015 | 58.8235 | 60.6061 |
Ratio Avg Win / Avg Loss | 2.0974 | 3.832 | 0.9296 | 0.9657 | 1.9151 | 0.4161 |
Largest Winning Trade | 313076 | 313076 | 52703 | 9837157 | 9837157 | 1450875 |
Largest Losing Trade | -56465 | -35765 | -56465 | -4795962 | -1637904 | -4795962 |
Avg Bars in Trades | 106 | 111 | 101 | 106 | 111 | 101 |
Avg Bars in Winners | 126 | 127 | 124 | 126 | 127 | 124 |
Avg Bars in Losers | 76 | 87 | 65 | 76 | 87 | 65 |
Bars Traded | 7120 | 3778 | 3342 | 7120 | 3778 | 3342 |
Profit Streak | 67.5158 | 153.8491 | 0 | 67.5158 | 153.8491 | 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 | -198070 | -120682 | -301175 | -112101 | 551495 | -579427 |
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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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