Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493485.5918 | 487292.5625 | 6193.0293 | -17153849.9743 | 13268777.3699 | -30422627.3441 |
Total P&L (%) | 493.4856 | 487.2926 | 6.193 | -17153.85 | 13268.7774 | -30422.6273 |
Avg Daily Profit (%) | 0.1973 | 0.1948 | 0.0025 | 0 | 0.1959 | 0 |
Buy And Hold Return (%) | 828.4945 | 828.4945 | 828.4945 | 828.4945 | 828.4945 | 828.4945 |
Max Trade Drawdown | -210803 | -71546 | -202673 | -36739658 | -4198202 | -36739658 |
Profit Factor | 2.2948 | 6.286 | 1.0214 | 0.6127 | 3.5343 | 0.2211 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 41 | 22 | 19 | 42 | 23 | 19 |
Losing Trades | 22 | 10 | 12 | 21 | 9 | 12 |
Profitability (%) | 65.0794 | 68.75 | 61.2903 | 66.6667 | 71.875 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.2313 | 2.8573 | 0.6451 | 0.3064 | 1.383 | 0.1396 |
Largest Winning Trade | 130500 | 130500 | 43659 | 5557007 | 5557007 | 2086909 |
Largest Losing Trade | -199830 | -48822 | -199830 | -36739658 | -2920888 | -36739658 |
Avg Bars in Trades | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Winners | 65 | 66 | 64 | 67 | 68 | 65 |
Avg Bars in Losers | 87 | 92 | 83 | 86 | 91 | 82 |
Bars Traded | 4632 | 2397 | 2235 | 4632 | 2397 | 2235 |
Profit Streak | 97.0743 | 97.0743 | 124.0743 | 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 | -303008 | -146714 | -551910 | -729617 | 590949 | -579354 |
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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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