Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893020.302 | 775014.636 | 118005.6661 | 4681450.7773 | 39424057.2433 | -34742606.466 |
Total P&L (%) | 893.0203 | 775.0146 | 118.0057 | 4681.4508 | 39424.0572 | -34742.6065 |
Avg Daily Profit (%) | 0.3571 | 0.3099 | 0.0472 | 0.1548 | 0.2394 | 0 |
Buy And Hold Return (%) | 899.3683 | 899.3683 | 899.3683 | 899.3683 | 899.3683 | 899.3683 |
Max Trade Drawdown | -148792 | -59357 | -141211 | -38493322 | -1620748 | -38121113 |
Profit Factor | 3.2655 | 8.1962 | 1.4119 | 1.0956 | 10.626 | 0.2258 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 63.6364 | 63.6364 | 63.6364 | 63.6364 | 63.6364 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.866 | 4.6836 | 0.8068 | 0.6261 | 6.072 | 0.129 |
Largest Winning Trade | 174443 | 174443 | 65347 | 27118748 | 27118748 | 1805007 |
Largest Losing Trade | -84489 | -47384 | -84489 | -36379450 | -1620748 | -36379450 |
Avg Bars in Trades | 69 | 80 | 58 | 69 | 80 | 58 |
Avg Bars in Winners | 73 | 70 | 76 | 73 | 70 | 76 |
Avg Bars in Losers | 62 | 97 | 27 | 62 | 97 | 27 |
Bars Traded | 4587 | 2658 | 1929 | 4587 | 2658 | 1929 |
Profit Streak | 60.5631 | 63.0631 | 0 | 60.5631 | 63.0631 | 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 | -276326 | -145555 | -294816 | -236752 | 706304 | -579035 |
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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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