Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1032820.4385 | 869730.9287 | 163089.5098 | 20999632.374 | 22440104.7876 | -1440472.4136 |
Total P&L (%) | 1032.8204 | 869.7309 | 163.0895 | 20999.6324 | 22440.1048 | -1440.4724 |
Avg Daily Profit (%) | 0.413 | 0.3478 | 0.0652 | 0.2143 | 0.2169 | 0 |
Buy And Hold Return (%) | 921.0764 | 921.0764 | 921.0764 | 921.0764 | 921.0764 | 921.0764 |
Max Trade Drawdown | -103362 | -82779 | -70157 | -7571098 | -5114246 | -6425362 |
Profit Factor | 3.9296 | 6.2601 | 1.8712 | 2.1291 | 3.9685 | 0.8695 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 65.1515 | 66.6667 | 63.6364 | 65.1515 | 66.6667 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.1019 | 3.13 | 1.0693 | 1.1388 | 1.9843 | 0.4969 |
Largest Winning Trade | 376043 | 376043 | 61502 | 11832187 | 11832187 | 1569298 |
Largest Losing Trade | -65365 | -37996 | -65365 | -6302260 | -2719641 | -6302260 |
Avg Bars in Trades | 68 | 85 | 50 | 68 | 85 | 50 |
Avg Bars in Winners | 77 | 87 | 67 | 77 | 87 | 67 |
Avg Bars in Losers | 49 | 82 | 20 | 49 | 82 | 20 |
Bars Traded | 4490 | 2822 | 1668 | 4490 | 2822 | 1668 |
Profit Streak | 109.5402 | 109.5402 | 424.0402 | 109.5402 | 109.5402 | 424.0402 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -236743 | -145250 | -266097 | -114479 | 645071 | -577696 |
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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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