Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863811.748 | 705013.2311 | 158798.5169 | 14785324.6856 | 24225518.0625 | -9440193.3768 |
Total P&L (%) | 863.8117 | 705.0132 | 158.7985 | 14785.3247 | 24225.5181 | -9440.1934 |
Avg Daily Profit (%) | 0.3455 | 0.2819 | 0.0635 | 0.2003 | 0.22 | 0 |
Buy And Hold Return (%) | 763.7398 | 763.7398 | 763.7398 | 763.7398 | 763.7398 | 763.7398 |
Max Trade Drawdown | -89603 | -49029 | -104645 | -11921901 | -1085828 | -11893015 |
Profit Factor | 3.5698 | 6.6849 | 1.7486 | 1.6735 | 9.3739 | 0.5047 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 69.3548 | 70.9677 | 67.7419 | 69.3548 | 70.9677 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.5774 | 2.7347 | 0.8327 | 0.7394 | 3.8348 | 0.2404 |
Largest Winning Trade | 189270 | 189270 | 45822 | 12193322 | 12193322 | 2131306 |
Largest Losing Trade | -74441 | -34898 | -74441 | -6975504 | -1051322 | -6975504 |
Avg Bars in Trades | 72 | 90 | 53 | 72 | 90 | 53 |
Avg Bars in Winners | 85 | 98 | 71 | 85 | 98 | 71 |
Avg Bars in Losers | 42 | 71 | 16 | 42 | 71 | 16 |
Bars Traded | 4483 | 2818 | 1665 | 4483 | 2818 | 1665 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -264976 | -145833 | -271110 | -147558 | 698930 | -578518 |
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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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