Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049377.1718 | 861831.4655 | 187545.7063 | 14635697.9109 | 16199422.8227 | -1563724.9118 |
Total P&L (%) | 1049.3772 | 861.8315 | 187.5457 | 14635.6979 | 16199.4228 | -1563.7249 |
Avg Daily Profit (%) | 0.4197 | 0.3447 | 0.075 | 0.1999 | 0.2039 | 0 |
Buy And Hold Return (%) | 876.3725 | 876.3725 | 876.3725 | 876.3725 | 876.3725 | 876.3725 |
Max Trade Drawdown | -87713 | -80295 | -87713 | -3233765 | -1011716 | -3933162 |
Profit Factor | 4.0498 | 6.8329 | 1.9553 | 2.7847 | 9.2942 | 0.7497 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 65.625 | 65.625 | 65.625 | 65.625 | 65.625 | 65.625 |
Ratio Avg Win / Avg Loss | 2.1213 | 3.5792 | 1.0242 | 1.4587 | 4.8684 | 0.3927 |
Largest Winning Trade | 345719 | 345719 | 59341 | 7404408 | 7404408 | 1530693 |
Largest Losing Trade | -87713 | -37982 | -87713 | -3233765 | -447991 | -3233765 |
Avg Bars in Trades | 70 | 80 | 60 | 70 | 80 | 60 |
Avg Bars in Winners | 76 | 78 | 74 | 76 | 78 | 74 |
Avg Bars in Losers | 58 | 83 | 33 | 58 | 83 | 33 |
Bars Traded | 4489 | 2568 | 1921 | 4489 | 2568 | 1921 |
Profit Streak | 123.3098 | 123.3098 | 192.3098 | 123.3098 | 123.3098 | 192.3098 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -227863 | -145416 | -253394 | -128275 | 689699 | -578195 |
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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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