Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 904776.6854 | 743432.2988 | 161344.3866 | 15579076.9656 | 43608511.1773 | -28029434.2117 |
Total P&L (%) | 904.7767 | 743.4323 | 161.3444 | 15579.077 | 43608.5112 | -28029.4342 |
Avg Daily Profit (%) | 0.3618 | 0.2973 | 0.0645 | 0.2024 | 0.2435 | 0 |
Buy And Hold Return (%) | 795.9303 | 795.9303 | 795.9303 | 795.9303 | 795.9303 | 795.9303 |
Max Trade Drawdown | -104302 | -45299 | -109558 | -32069510 | -2850792 | -32119274 |
Profit Factor | 3.677 | 9.0179 | 1.6579 | 1.3584 | 11.8056 | 0.2891 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 19 | 8 | 11 | 19 | 8 | 11 |
Profitability (%) | 68.3333 | 73.3333 | 63.3333 | 68.3333 | 73.3333 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.704 | 3.2792 | 0.9598 | 0.6295 | 4.293 | 0.1674 |
Largest Winning Trade | 177677 | 177677 | 60201 | 30522706 | 30522706 | 2397868 |
Largest Losing Trade | -79354 | -28239 | -79354 | -11034441 | -1538659 | -11034441 |
Avg Bars in Trades | 74 | 86 | 63 | 74 | 86 | 63 |
Avg Bars in Winners | 87 | 94 | 78 | 87 | 94 | 78 |
Avg Bars in Losers | 48 | 62 | 37 | 48 | 62 | 37 |
Bars Traded | 4485 | 2585 | 1900 | 4485 | 2585 | 1900 |
Profit Streak | 52.6671 | 81.1671 | 0 | 52.6671 | 81.1671 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277546 | -144440 | -270507 | -163727 | 751575 | -579097 |
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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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