Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000477.0356 | 831307.4341 | 169169.6015 | 22308978.3432 | 42864655.4578 | -20555677.1146 |
Total P&L (%) | 1000.477 | 831.3074 | 169.1696 | 22308.9783 | 42864.6555 | -20555.6771 |
Avg Daily Profit (%) | 0.4 | 0.3324 | 0.0676 | 0.2166 | 0.2427 | 0 |
Buy And Hold Return (%) | 787.9236 | 787.9236 | 787.9236 | 787.9236 | 787.9236 | 787.9236 |
Max Trade Drawdown | -75588 | -63977 | -89079 | -35232205 | -8921032 | -37666235 |
Profit Factor | 3.9683 | 6.1526 | 1.9628 | 1.3519 | 3.1842 | 0.5303 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 59.322 | 58.6207 | 60 | 59.322 | 58.6207 | 60 |
Ratio Avg Win / Avg Loss | 2.7211 | 4.343 | 1.3085 | 0.927 | 2.2476 | 0.3535 |
Largest Winning Trade | 220081 | 220081 | 63072 | 29052168 | 29052168 | 4165157 |
Largest Losing Trade | -75588 | -29897 | -75588 | -35232205 | -4541929 | -35232205 |
Avg Bars in Trades | 79 | 81 | 76 | 79 | 81 | 76 |
Avg Bars in Winners | 77 | 78 | 75 | 77 | 78 | 75 |
Avg Bars in Losers | 81 | 85 | 78 | 81 | 85 | 78 |
Bars Traded | 4663 | 2361 | 2302 | 4663 | 2361 | 2302 |
Profit Streak | 105.0282 | 106.5282 | 105.0282 | 105.0282 | 106.5282 | 105.0282 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -242398 | -129326 | -263968 | -170418 | 580039 | -578968 |
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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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