Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637441.8688 | 567657.6364 | 69784.2323 | -9996051.0133 | 9521857.6404 | -19517908.6537 |
Total P&L (%) | 637.4419 | 567.6576 | 69.7842 | -9996.051 | 9521.8576 | -19517.9087 |
Avg Daily Profit (%) | 0.2549 | 0.227 | 0.0279 | 0 | 0.1828 | 0 |
Buy And Hold Return (%) | 905.0341 | 905.0341 | 905.0341 | 905.0341 | 905.0341 | 905.0341 |
Max Trade Drawdown | -148372 | -65650 | -138892 | -23849603 | -3111274 | -22204097 |
Profit Factor | 2.6383 | 6.2436 | 1.2485 | 0.6856 | 2.6032 | 0.2451 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 44 | 20 | 24 | 42 | 20 | 22 |
Losing Trades | 23 | 13 | 10 | 25 | 13 | 12 |
Profitability (%) | 65.6716 | 60.6061 | 70.5882 | 62.6866 | 60.6061 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.3791 | 4.0583 | 0.5202 | 0.4081 | 1.692 | 0.1337 |
Largest Winning Trade | 111596 | 111596 | 36215 | 7359132 | 7359132 | 1038593 |
Largest Losing Trade | -138855 | -39487 | -138855 | -19375217 | -3111274 | -19375217 |
Avg Bars in Trades | 70 | 72 | 68 | 70 | 72 | 68 |
Avg Bars in Winners | 69 | 72 | 67 | 71 | 77 | 65 |
Avg Bars in Losers | 72 | 72 | 72 | 69 | 64 | 74 |
Bars Traded | 4726 | 2385 | 2341 | 4726 | 2385 | 2341 |
Profit Streak | 121.5172 | 121.5172 | 197.5172 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -270966 | -147065 | -319650 | -700133 | 511367 | -578888 |
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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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