Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969325.0383 | 792211.7479 | 177113.2904 | 19602619.265 | 88737178.0975 | -69134558.8326 |
Total P&L (%) | 969.325 | 792.2117 | 177.1133 | 19602.6193 | 88737.1781 | -69134.5588 |
Avg Daily Profit (%) | 0.3874 | 0.3166 | 0.0708 | 0.2114 | 0.2717 | 0 |
Buy And Hold Return (%) | 782.0336 | 782.0336 | 782.0336 | 782.0336 | 782.0336 | 782.0336 |
Max Trade Drawdown | -108802 | -67243 | -91227 | -88211053 | -3011601 | -85622611 |
Profit Factor | 4.1717 | 7.7617 | 1.9398 | 1.2054 | 14.9944 | 0.2239 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 71.2121 | 69.697 | 72.7273 | 71.2121 | 69.697 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.6864 | 3.3747 | 0.7274 | 0.4873 | 6.5193 | 0.084 |
Largest Winning Trade | 164082 | 164082 | 58803 | 61897564 | 61897564 | 5786530 |
Largest Losing Trade | -85215 | -37267 | -85215 | -84892858 | -2588441 | -84892858 |
Avg Bars in Trades | 69 | 71 | 67 | 69 | 71 | 67 |
Avg Bars in Winners | 72 | 75 | 69 | 72 | 75 | 69 |
Avg Bars in Losers | 61 | 62 | 60 | 61 | 62 | 60 |
Bars Traded | 4582 | 2368 | 2214 | 4582 | 2368 | 2214 |
Profit Streak | 89.8527 | 94.8527 | 0 | 89.8527 | 94.8527 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -199633 | -141078 | -260371 | -119217 | 729607 | -577856 |
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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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