Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884093.4594 | 741469.3424 | 142624.117 | 11481626.6621 | 21718723.2596 | -10237096.5975 |
Total P&L (%) | 884.0935 | 741.4693 | 142.6241 | 11481.6267 | 21718.7233 | -10237.0966 |
Avg Daily Profit (%) | 0.3536 | 0.2965 | 0.057 | 0.1902 | 0.2156 | 0 |
Buy And Hold Return (%) | 798.5525 | 798.5525 | 798.5525 | 798.5525 | 798.5525 | 798.5525 |
Max Trade Drawdown | -96899 | -73004 | -79672 | -11284007 | -753602 | -11284007 |
Profit Factor | 3.9116 | 7.099 | 1.7833 | 1.682 | 16.6392 | 0.3372 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 70.9677 | 70.9677 | 70.9677 | 70.9677 | 70.9677 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.6002 | 2.9041 | 0.7295 | 0.6881 | 6.807 | 0.138 |
Largest Winning Trade | 160277 | 160277 | 63132 | 11299404 | 11299404 | 1385848 |
Largest Losing Trade | -79672 | -45171 | -79672 | -11284007 | -458776 | -11284007 |
Avg Bars in Trades | 73 | 82 | 65 | 73 | 82 | 65 |
Avg Bars in Winners | 74 | 83 | 66 | 74 | 83 | 66 |
Avg Bars in Losers | 71 | 78 | 63 | 71 | 78 | 63 |
Bars Traded | 4580 | 2551 | 2029 | 4580 | 2551 | 2029 |
Profit Streak | 75.3065 | 80.3065 | 0 | 75.3065 | 80.3065 | 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 | -271328 | -145150 | -279251 | -146860 | 717672 | -578099 |
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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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