Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873937.1144 | 779170.7882 | 94766.3262 | 6661817.9716 | 16353124.7465 | -9691306.7749 |
Total P&L (%) | 873.9371 | 779.1708 | 94.7663 | 6661.818 | 16353.1247 | -9691.3068 |
Avg Daily Profit (%) | 0.3494 | 0.3115 | 0.0379 | 0.1686 | 0.2042 | 0 |
Buy And Hold Return (%) | 776.5534 | 776.5534 | 776.5534 | 776.5534 | 776.5534 | 776.5534 |
Max Trade Drawdown | -118924 | -50149 | -135742 | -18294471 | -6438178 | -19908733 |
Profit Factor | 3.2655 | 5.9444 | 1.4153 | 1.175 | 2.0959 | 0.5811 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 62.9032 | 61.2903 | 64.5161 | 62.9032 | 61.2903 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.9258 | 3.7543 | 0.7784 | 0.693 | 1.3237 | 0.3196 |
Largest Winning Trade | 382864 | 382864 | 45152 | 19381189 | 19381189 | 2486537 |
Largest Losing Trade | -36893 | -25046 | -36893 | -7531812 | -4183408 | -7531812 |
Avg Bars in Trades | 77 | 78 | 77 | 77 | 78 | 77 |
Avg Bars in Winners | 77 | 79 | 74 | 77 | 79 | 74 |
Avg Bars in Losers | 78 | 76 | 81 | 78 | 76 | 81 |
Bars Traded | 4823 | 2435 | 2388 | 4823 | 2435 | 2388 |
Profit Streak | 73.7262 | 115.7262 | 73.7262 | 73.7262 | 115.7262 | 73.7262 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -267067 | -145263 | -306550 | -177735 | 465665 | -578378 |
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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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