Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665580.1724 | 596592.2032 | 68987.9692 | 1596584.6156 | 12616570.1008 | -11019985.4852 |
Total P&L (%) | 665.5802 | 596.5922 | 68.988 | 1596.5846 | 12616.5701 | -11019.9855 |
Avg Daily Profit (%) | 0.2662 | 0.2386 | 0.0276 | 0.1133 | 0.194 | 0 |
Buy And Hold Return (%) | 903.9747 | 903.9747 | 903.9747 | 903.9747 | 903.9747 | 903.9747 |
Max Trade Drawdown | -130718 | -64444 | -120416 | -14897224 | -686286 | -14278620 |
Profit Factor | 2.5632 | 6.1661 | 1.2223 | 1.095 | 10.1454 | 0.286 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 20 | 8 | 12 | 20 | 8 | 12 |
Profitability (%) | 69.697 | 75.7576 | 63.6364 | 69.697 | 75.7576 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.1144 | 1.9732 | 0.6985 | 0.4761 | 3.2465 | 0.1634 |
Largest Winning Trade | 114000 | 114000 | 54466 | 8335882 | 8335882 | 1140998 |
Largest Losing Trade | -87426 | -47377 | -87426 | -8893375 | -628997 | -8893375 |
Avg Bars in Trades | 69 | 78 | 60 | 69 | 78 | 60 |
Avg Bars in Winners | 67 | 62 | 73 | 67 | 62 | 73 |
Avg Bars in Losers | 73 | 128 | 36 | 73 | 128 | 36 |
Bars Traded | 4589 | 2599 | 1990 | 4589 | 2599 | 1990 |
Profit Streak | 60.5631 | 123.5631 | 0 | 60.5631 | 123.5631 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -278784 | -144609 | -322112 | -292905 | 748342 | -579035 |
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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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