Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584418.3598 | 535864.7156 | 48553.6441 | -28074754.522 | 20503634.2211 | -48578388.7431 |
Total P&L (%) | 584.4184 | 535.8647 | 48.5536 | -28074.7545 | 20503.6342 | -48578.3887 |
Avg Daily Profit (%) | 0.2337 | 0.2143 | 0.0194 | 0 | 0.2133 | 0 |
Buy And Hold Return (%) | 804.372 | 804.372 | 804.372 | 804.372 | 804.372 | 804.372 |
Max Trade Drawdown | -185814 | -59565 | -185318 | -58132584 | -2213248 | -57387980 |
Profit Factor | 2.6341 | 7.145 | 1.1795 | 0.5545 | 6.4787 | 0.1804 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 40 | 20 | 20 | 39 | 20 | 19 |
Losing Trades | 21 | 11 | 10 | 22 | 11 | 11 |
Profitability (%) | 65.5738 | 64.5161 | 66.6667 | 63.9344 | 64.5161 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.3829 | 3.9298 | 0.5898 | 0.3128 | 3.5633 | 0.1045 |
Largest Winning Trade | 90264 | 90264 | 51150 | 10908796 | 10908796 | 2276716 |
Largest Losing Trade | -185318 | -37934 | -185318 | -55888016 | -1588399 | -55888016 |
Avg Bars in Trades | 76 | 79 | 73 | 76 | 79 | 73 |
Avg Bars in Winners | 69 | 74 | 63 | 66 | 65 | 66 |
Avg Bars in Losers | 89 | 87 | 91 | 93 | 103 | 83 |
Bars Traded | 4645 | 2450 | 2195 | 4645 | 2450 | 2195 |
Profit Streak | 167.6622 | 167.6622 | 179.6622 | 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 | -316552 | -146667 | -354699 | -744971 | 666775 | -579097 |
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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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