Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772276.8107 | 671266.1442 | 101010.6665 | 2204560.3152 | 18035548.9294 | -15830988.6142 |
Total P&L (%) | 772.2768 | 671.2661 | 101.0107 | 2204.5603 | 18035.5489 | -15830.9886 |
Avg Daily Profit (%) | 0.3089 | 0.2685 | 0.0404 | 0.1256 | 0.2082 | 0 |
Buy And Hold Return (%) | 755.7292 | 755.7292 | 755.7292 | 755.7292 | 755.7292 | 755.7292 |
Max Trade Drawdown | -119482 | -74523 | -109529 | -19322168 | -1715308 | -19917072 |
Profit Factor | 2.8915 | 4.6098 | 1.4543 | 1.0806 | 4.4094 | 0.2829 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 64.6154 | 65.625 | 63.6364 | 64.6154 | 65.625 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.5835 | 2.4147 | 0.8311 | 0.5917 | 2.3097 | 0.1616 |
Largest Winning Trade | 154289 | 154289 | 62634 | 12469245 | 12469245 | 1481395 |
Largest Losing Trade | -91923 | -47035 | -91923 | -18891177 | -1715308 | -18891177 |
Avg Bars in Trades | 145 | 166 | 124 | 145 | 166 | 124 |
Avg Bars in Winners | 130 | 129 | 130 | 130 | 129 | 130 |
Avg Bars in Losers | 173 | 237 | 114 | 173 | 237 | 114 |
Bars Traded | 9447 | 5326 | 4121 | 9447 | 5326 | 4121 |
Profit Streak | 100.5344 | 134.0344 | 100.5344 | 100.5344 | 134.0344 | 100.5344 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277623 | -147083 | -303053 | -294880 | 649144 | -578474 |
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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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