Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1462689.6011 | 1521359.7465 | -58670.1454 | -400872.8251 | 9113796.6391 | -9514669.4643 |
Total P&L (%) | 1462.6896 | 1521.3597 | -58.6701 | -400.8728 | 9113.7966 | -9514.6695 |
Avg Daily Profit (%) | 0.8182 | 0.851 | -0.0328 | 0 | 0.2533 | 0 |
Buy And Hold Return (%) | 309.0659 | 309.0659 | 309.0659 | 309.0659 | 309.0659 | 309.0659 |
Max Trade Drawdown | -322785 | -231964 | -154425 | -9382930 | -264256 | -9549904 |
Profit Factor | 3.2178 | 4.858 | 0.7788 | 0.9641 | 11.5326 | 0.0753 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 36 | 16 | 20 | 42 | 25 | 17 |
Losing Trades | 41 | 22 | 19 | 35 | 13 | 22 |
Profitability (%) | 46.7532 | 42.1053 | 51.2821 | 54.5455 | 65.7895 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.6647 | 6.6798 | 0.7398 | 0.8034 | 5.997 | 0.0975 |
Largest Winning Trade | 1237129 | 1237129 | 36992 | 6131664 | 6131664 | 505098 |
Largest Losing Trade | -136883 | -43147 | -136883 | -9071666 | -264256 | -9071666 |
Avg Bars in Trades | 65 | 101 | 30 | 65 | 101 | 30 |
Avg Bars in Winners | 78 | 123 | 42 | 68 | 101 | 19 |
Avg Bars in Losers | 54 | 86 | 18 | 62 | 101 | 38 |
Bars Traded | 5051 | 3860 | 1192 | 5051 | 3860 | 1192 |
Profit Streak | 0 | 0 | 0 | 76.4755 | 76.4755 | 87.1422 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -29779 | 591900 | -580591 | -625095 | 707026 | -582289 |
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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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