Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689927.5052 | 565950.9602 | 123976.545 | -1691372.6079 | 18472121.7361 | -20163494.344 |
Total P&L (%) | 689.9275 | 565.951 | 123.9765 | -1691.3726 | 18472.1217 | -20163.4943 |
Avg Daily Profit (%) | 0.2759 | 0.2263 | 0.0496 | 0 | 0.2091 | 0 |
Buy And Hold Return (%) | 673.2713 | 673.2713 | 673.2713 | 673.2713 | 673.2713 | 673.2713 |
Max Trade Drawdown | -103756 | -66962 | -103756 | -25579343 | -1021651 | -25073627 |
Profit Factor | 3.4456 | 6.5379 | 1.6891 | 0.942 | 8.664 | 0.246 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 45 | 22 | 23 | 41 | 20 | 21 |
Losing Trades | 15 | 8 | 7 | 19 | 10 | 9 |
Profitability (%) | 75 | 73.3333 | 76.6667 | 68.3333 | 66.6667 | 70 |
Ratio Avg Win / Avg Loss | 1.1485 | 2.3774 | 0.5141 | 0.4365 | 4.332 | 0.1054 |
Largest Winning Trade | 110255 | 110255 | 36734 | 12579022 | 12579022 | 1555977 |
Largest Losing Trade | -103756 | -39684 | -103756 | -24889041 | -1021651 | -24889041 |
Avg Bars in Trades | 80 | 81 | 80 | 80 | 81 | 80 |
Avg Bars in Winners | 73 | 71 | 75 | 71 | 68 | 74 |
Avg Bars in Losers | 103 | 109 | 96 | 101 | 108 | 93 |
Bars Traded | 4849 | 2442 | 2407 | 4849 | 2442 | 2407 |
Profit Streak | 208.2649 | 341.7649 | 208.2649 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -312790 | -144665 | -287668 | -751901 | 675259 | -578232 |
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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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