Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703275.8268 | 583965.4601 | 119310.3667 | -11645325.7085 | 11201910.5756 | -22847236.2841 |
Total P&L (%) | 703.2758 | 583.9655 | 119.3104 | -11645.3257 | 11201.9106 | -22847.2363 |
Avg Daily Profit (%) | 0.2813 | 0.2335 | 0.0477 | 0 | 0.1892 | 0 |
Buy And Hold Return (%) | 790.848 | 790.848 | 790.848 | 790.848 | 790.848 | 790.848 |
Max Trade Drawdown | -128048 | -46153 | -128048 | -32395439 | -4463387 | -27932052 |
Profit Factor | 3.6048 | 12.2262 | 1.5474 | 0.6662 | 3.2065 | 0.2336 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 50 | 27 | 23 | 46 | 24 | 22 |
Losing Trades | 10 | 3 | 7 | 14 | 6 | 8 |
Profitability (%) | 83.3333 | 90 | 76.6667 | 76.6667 | 80 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.721 | 1.3585 | 0.4709 | 0.2028 | 0.8016 | 0.0849 |
Largest Winning Trade | 123686 | 123686 | 34918 | 8054115 | 8054115 | 1596139 |
Largest Losing Trade | -128048 | -46153 | -128048 | -26698327 | -2744425 | -26698327 |
Avg Bars in Trades | 81 | 83 | 78 | 81 | 83 | 78 |
Avg Bars in Winners | 74 | 76 | 72 | 77 | 77 | 77 |
Avg Bars in Losers | 114 | 144 | 101 | 93 | 108 | 81 |
Bars Traded | 4866 | 2497 | 2369 | 4866 | 2497 | 2369 |
Profit Streak | 11.1488 | 364.1488 | 11.1488 | 0 | 0 | 0 |
Trades During Streak | 2 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321245 | -143860 | -290987 | -750821 | 544966 | -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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