Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 846649.2472 | 672570.4836 | 174078.7636 | 15032432.3766 | 69315550.9523 | -54283118.5756 |
Total P&L (%) | 846.6492 | 672.5705 | 174.0788 | 15032.4324 | 69315.551 | -54283.1186 |
Avg Daily Profit (%) | 0.3386 | 0.269 | 0.0696 | 0.2009 | 0.262 | 0 |
Buy And Hold Return (%) | 919.4812 | 919.4812 | 919.4812 | 919.4812 | 919.4812 | 919.4812 |
Max Trade Drawdown | -89837 | -45902 | -99560 | -68960177 | -2481933 | -70434359 |
Profit Factor | 4.2419 | 10.6119 | 1.9105 | 1.1917 | 22.1797 | 0.2775 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 72.5806 | 67.7419 | 77.4194 | 72.5806 | 67.7419 | 77.4194 |
Ratio Avg Win / Avg Loss | 1.6025 | 5.0533 | 0.5572 | 0.4502 | 10.5618 | 0.0809 |
Largest Winning Trade | 132444 | 132444 | 50595 | 43150228 | 43150228 | 6008579 |
Largest Losing Trade | -81649 | -33714 | -81649 | -67454742 | -1867811 | -67454742 |
Avg Bars in Trades | 73 | 90 | 57 | 73 | 90 | 57 |
Avg Bars in Winners | 61 | 75 | 48 | 61 | 75 | 48 |
Avg Bars in Losers | 106 | 120 | 87 | 106 | 120 | 87 |
Bars Traded | 4576 | 2791 | 1785 | 4576 | 2791 | 1785 |
Profit Streak | 68.9356 | 753.4356 | 0 | 68.9356 | 753.4356 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -304330 | -144953 | -261395 | -158265 | 747516 | -577263 |
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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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