Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034051.3465 | 829078.0542 | 204973.2923 | 46288764.4975 | 41221522.94 | 5067241.5576 |
Total P&L (%) | 1034.0513 | 829.0781 | 204.9733 | 46288.7645 | 41221.5229 | 5067.2416 |
Avg Daily Profit (%) | 0.4135 | 0.3316 | 0.082 | 0.2458 | 0.2412 | 0.1579 |
Buy And Hold Return (%) | 836.3648 | 836.3648 | 836.3648 | 836.3648 | 836.3648 | 836.3648 |
Max Trade Drawdown | -67589 | -35482 | -67589 | -1758262 | -1130092 | -1758262 |
Profit Factor | 6.2127 | 10.6951 | 2.8162 | 8.1602 | 22.1867 | 2.1213 |
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 | 2.7452 | 4.3753 | 1.3411 | 3.6057 | 9.0764 | 1.0101 |
Largest Winning Trade | 345945 | 345945 | 58304 | 21991551 | 21991551 | 3434336 |
Largest Losing Trade | -67589 | -26501 | -67589 | -1758262 | -858691 | -1758262 |
Avg Bars in Trades | 72 | 88 | 56 | 72 | 88 | 56 |
Avg Bars in Winners | 90 | 105 | 73 | 90 | 105 | 73 |
Avg Bars in Losers | 32 | 45 | 20 | 32 | 45 | 20 |
Bars Traded | 4489 | 2741 | 1748 | 4489 | 2741 | 1748 |
Profit Streak | 62.2203 | 516.2203 | 0 | 62.2203 | 516.2203 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -229282 | -144039 | -242762 | -138473 | 754791 | 440402 |
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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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