Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812828.3484 | 652705.7 | 160122.6484 | 20104699.8392 | 27203806.865 | -7099107.0258 |
Total P&L (%) | 812.8283 | 652.7057 | 160.1226 | 20104.6998 | 27203.8069 | -7099.107 |
Avg Daily Profit (%) | 0.325 | 0.261 | 0.064 | 0.2125 | 0.2245 | 0 |
Buy And Hold Return (%) | 898.4681 | 898.4681 | 898.4681 | 898.4681 | 898.4681 | 898.4681 |
Max Trade Drawdown | -85879 | -74604 | -66155 | -10832319 | -1986584 | -11002348 |
Profit Factor | 4.0428 | 6.2987 | 2.1123 | 2.0293 | 5.8197 | 0.4889 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 74.2857 | 74.2857 | 74.2857 | 74.2857 | 74.2857 | 74.2857 |
Ratio Avg Win / Avg Loss | 1.3994 | 2.1803 | 0.7312 | 0.7024 | 2.0145 | 0.1692 |
Largest Winning Trade | 178537 | 178537 | 38805 | 14820198 | 14820198 | 1099908 |
Largest Losing Trade | -64098 | -36446 | -64098 | -9487039 | -1986584 | -9487039 |
Avg Bars in Trades | 65 | 88 | 42 | 65 | 88 | 42 |
Avg Bars in Winners | 59 | 75 | 43 | 59 | 75 | 43 |
Avg Bars in Losers | 83 | 126 | 39 | 83 | 126 | 39 |
Bars Traded | 4576 | 3092 | 1484 | 4576 | 3092 | 1484 |
Profit Streak | 160.0274 | 160.0274 | 172.5274 | 160.0274 | 160.0274 | 172.5274 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -244659 | -144586 | -267873 | -84746 | 746904 | -576670 |
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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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