Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1091995.6821 | 884632.4854 | 207363.1968 | 51624999.3553 | 53266249.2474 | -1641249.892 |
Total P&L (%) | 1091.9957 | 884.6325 | 207.3632 | 51624.9994 | 53266.2492 | -1641.2499 |
Avg Daily Profit (%) | 0.4367 | 0.3538 | 0.0829 | 0.2502 | 0.2515 | 0 |
Buy And Hold Return (%) | 820.1456 | 820.1456 | 820.1456 | 820.1456 | 820.1456 | 820.1456 |
Max Trade Drawdown | -104502 | -38128 | -92845 | -25724078 | -3744313 | -28534648 |
Profit Factor | 4.7889 | 8.8198 | 2.1844 | 2.1827 | 6.5761 | 0.9519 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 45 | 20 | 25 | 45 | 20 | 25 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 69.2308 | 62.5 | 75.7576 | 69.2308 | 62.5 | 75.7576 |
Ratio Avg Win / Avg Loss | 2.1284 | 5.2919 | 0.699 | 0.9701 | 3.9457 | 0.3046 |
Largest Winning Trade | 366021 | 366021 | 46499 | 22696492 | 22696492 | 6632706 |
Largest Losing Trade | -67432 | -22459 | -67432 | -21508224 | -2332961 | -21508224 |
Avg Bars in Trades | 72 | 89 | 56 | 72 | 89 | 56 |
Avg Bars in Winners | 73 | 94 | 57 | 73 | 94 | 57 |
Avg Bars in Losers | 70 | 81 | 53 | 70 | 81 | 53 |
Bars Traded | 4726 | 2863 | 1863 | 4726 | 2863 | 1863 |
Profit Streak | 232.6208 | 340.1208 | 232.6208 | 232.6208 | 340.1208 | 232.6208 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177034 | -120483 | -241964 | -122238 | 718482 | -576108 |
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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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