Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 869094.1167 | 741914.2394 | 127179.8773 | 5228359.4671 | 18531892.3253 | -13303532.8582 |
Total P&L (%) | 869.0941 | 741.9142 | 127.1799 | 5228.3595 | 18531.8923 | -13303.5329 |
Avg Daily Profit (%) | 0.3476 | 0.2967 | 0.0509 | 0.1591 | 0.2093 | 0 |
Buy And Hold Return (%) | 861.6702 | 861.6702 | 861.6702 | 861.6702 | 861.6702 | 861.6702 |
Max Trade Drawdown | -168244 | -38367 | -159894 | -10650020 | -300922 | -14720719 |
Profit Factor | 3.5605 | 9.6208 | 1.502 | 1.2789 | 22.7942 | 0.2565 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 70 | 66.6667 | 73.3333 | 70 | 66.6667 | 73.3333 |
Ratio Avg Win / Avg Loss | 1.5259 | 4.8104 | 0.5462 | 0.5481 | 11.3971 | 0.0933 |
Largest Winning Trade | 164369 | 164369 | 61032 | 9784107 | 9784107 | 1104966 |
Largest Losing Trade | -87656 | -31137 | -87656 | -10116630 | -251841 | -10116630 |
Avg Bars in Trades | 76 | 87 | 64 | 76 | 87 | 64 |
Avg Bars in Winners | 82 | 82 | 82 | 82 | 82 | 82 |
Avg Bars in Losers | 61 | 97 | 15 | 61 | 97 | 15 |
Bars Traded | 4565 | 2637 | 1928 | 4565 | 2637 | 1928 |
Profit Streak | 53.3065 | 55.3065 | 0 | 53.3065 | 55.3065 | 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 | -317403 | -145710 | -288139 | -164989 | 695527 | -577800 |
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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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