Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696433.1411 | 670984.9441 | 25448.197 | 3879655.0526 | 2263512.8016 | 1616142.251 |
Total P&L (%) | 696.4331 | 670.9849 | 25.4482 | 3879.6551 | 2263.5128 | 1616.1423 |
Avg Daily Profit (%) | 0.3083 | 0.297 | 0.0113 | 0.1632 | 0.1401 | 0.1259 |
Buy And Hold Return (%) | 247.8947 | 247.8947 | 247.8947 | 247.8947 | 247.8947 | 247.8947 |
Max Trade Drawdown | -99940 | -114904 | -60929 | -6176347 | -6539580 | -1217090 |
Profit Factor | 2.9603 | 3.8946 | 1.2061 | 1.3634 | 1.2548 | 1.9013 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Losing Trades | 19 | 7 | 12 | 19 | 7 | 12 |
Profitability (%) | 73.9726 | 80.5556 | 67.5676 | 73.9726 | 80.5556 | 67.5676 |
Ratio Avg Win / Avg Loss | 1.0416 | 0.9401 | 0.5789 | 0.4797 | 0.3029 | 0.9126 |
Largest Winning Trade | 197882 | 197882 | 24148 | 2058338 | 2058338 | 932757 |
Largest Losing Trade | -70939 | -70939 | -25204 | -5258948 | -5258948 | -1021398 |
Avg Bars in Trades | 96 | 190 | 4 | 96 | 190 | 4 |
Avg Bars in Winners | 46 | 84 | 2 | 46 | 84 | 2 |
Avg Bars in Losers | 237 | 631 | 6 | 237 | 631 | 6 |
Bars Traded | 7018 | 6863 | 155 | 7018 | 6863 | 155 |
Profit Streak | 308.5949 | 0 | 589.5949 | 308.5949 | 0 | 589.5949 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62079 | 491122 | -341811 | -65776 | -3523 | -20096 |
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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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