Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1004627.3759 | 816651.7223 | 187975.6535 | 34802341.5668 | 42866576.812 | -8064235.2452 |
Total P&L (%) | 1004.6274 | 816.6517 | 187.9757 | 34802.3416 | 42866.5768 | -8064.2352 |
Avg Daily Profit (%) | 0.4018 | 0.3266 | 0.0752 | 0.2344 | 0.2428 | 0 |
Buy And Hold Return (%) | 785.0727 | 785.0727 | 785.0727 | 785.0727 | 785.0727 | 785.0727 |
Max Trade Drawdown | -87130 | -58931 | -67829 | -19020387 | -7920255 | -24189973 |
Profit Factor | 4.8072 | 6.9608 | 2.4816 | 1.7818 | 3.4974 | 0.7052 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 18 | 9 | 9 | 18 | 9 | 9 |
Profitability (%) | 68.9655 | 68.9655 | 68.9655 | 68.9655 | 68.9655 | 68.9655 |
Ratio Avg Win / Avg Loss | 2.1633 | 3.1324 | 1.1167 | 0.8018 | 1.5738 | 0.3173 |
Largest Winning Trade | 345321 | 345321 | 48785 | 29466339 | 29466339 | 3294813 |
Largest Losing Trade | -67707 | -34523 | -67707 | -17407837 | -5736204 | -17407837 |
Avg Bars in Trades | 80 | 97 | 62 | 80 | 97 | 62 |
Avg Bars in Winners | 81 | 94 | 68 | 81 | 94 | 68 |
Avg Bars in Losers | 77 | 104 | 50 | 77 | 104 | 50 |
Bars Traded | 4651 | 2829 | 1822 | 4651 | 2829 | 1822 |
Profit Streak | 111.5363 | 111.5363 | 189.5363 | 111.5363 | 111.5363 | 189.5363 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -237439 | -132649 | -251740 | -167150 | 650132 | -577786 |
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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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