Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820228.3243 | 684513.7203 | 135714.604 | 11056510.7307 | 13690243.9298 | -2633733.1991 |
Total P&L (%) | 820.2283 | 684.5137 | 135.7146 | 11056.5107 | 13690.2439 | -2633.7332 |
Avg Daily Profit (%) | 0.328 | 0.2738 | 0.0543 | 0.1887 | 0.1972 | 0 |
Buy And Hold Return (%) | 869.3035 | 869.3035 | 869.3035 | 869.3035 | 869.3035 | 869.3035 |
Max Trade Drawdown | -77755 | -53718 | -61335 | -3360213 | -1354875 | -3866796 |
Profit Factor | 3.8002 | 6.9514 | 1.7629 | 2.1155 | 6.408 | 0.6431 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 63.6364 | 63.6364 | 63.6364 | 63.6364 | 63.6364 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.1716 | 3.9722 | 1.0074 | 1.2089 | 3.6617 | 0.3675 |
Largest Winning Trade | 258717 | 258717 | 47864 | 5923643 | 5923643 | 629249 |
Largest Losing Trade | -61335 | -40070 | -61335 | -3045006 | -1065687 | -3045006 |
Avg Bars in Trades | 69 | 75 | 64 | 69 | 75 | 64 |
Avg Bars in Winners | 73 | 76 | 71 | 73 | 76 | 71 |
Avg Bars in Losers | 62 | 72 | 52 | 62 | 72 | 52 |
Bars Traded | 4611 | 2481 | 2130 | 4611 | 2481 | 2130 |
Profit Streak | 74.4665 | 74.9665 | 0 | 74.4665 | 74.9665 | 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 | -275904 | -146280 | -282243 | -115320 | 678346 | -579035 |
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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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