Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 620675.4292 | 544692.2411 | 75983.1881 | -6262007.7391 | 9442135.8671 | -15704143.6062 |
Total P&L (%) | 620.6754 | 544.6922 | 75.9832 | -6262.0077 | 9442.1359 | -15704.1436 |
Avg Daily Profit (%) | 0.2482 | 0.2178 | 0.0304 | 0 | 0.1824 | 0 |
Buy And Hold Return (%) | 866.675 | 866.675 | 866.675 | 866.675 | 866.675 | 866.675 |
Max Trade Drawdown | -151972 | -61607 | -141563 | -18751785 | -1201806 | -18094654 |
Profit Factor | 2.8296 | 5.9982 | 1.33 | 0.6924 | 7.4966 | 0.1692 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 52 | 25 | 27 | 51 | 25 | 26 |
Losing Trades | 10 | 6 | 4 | 11 | 6 | 5 |
Profitability (%) | 83.871 | 80.6452 | 87.0968 | 82.2581 | 80.6452 | 83.871 |
Ratio Avg Win / Avg Loss | 0.5441 | 1.4396 | 0.197 | 0.1493 | 1.7992 | 0.0325 |
Largest Winning Trade | 119054 | 119054 | 34408 | 6522909 | 6522909 | 721176 |
Largest Losing Trade | -141563 | -37965 | -141563 | -17822519 | -1201806 | -17822519 |
Avg Bars in Trades | 73 | 101 | 45 | 73 | 101 | 45 |
Avg Bars in Winners | 61 | 84 | 40 | 57 | 73 | 41 |
Avg Bars in Losers | 136 | 173 | 81 | 150 | 217 | 70 |
Bars Traded | 4574 | 3152 | 1422 | 4574 | 3152 | 1422 |
Profit Streak | 220.5183 | 220.5183 | 227.5183 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -307965 | -145669 | -314345 | -735169 | 731789 | -576552 |
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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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