Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758680.7561 | 793517.3333 | -34836.5771 | 4518002.5228 | 20649460.5342 | -16131458.0114 |
Total P&L (%) | 758.6808 | 793.5173 | -34.8366 | 4518.0025 | 20649.4605 | -16131.458 |
Avg Daily Profit (%) | 0.3863 | 0.404 | -0.0177 | 0.1953 | 0.272 | 0 |
Buy And Hold Return (%) | 1876.0417 | 1876.0417 | 1876.0417 | 1876.0417 | 1876.0417 | 1876.0417 |
Max Trade Drawdown | -150510 | -87894 | -121634 | -22022028 | -10789314 | -16701286 |
Profit Factor | 2.7223 | 4.3181 | 0.827 | 1.1093 | 2.0296 | 0.2416 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 46 | 29 | 17 | 46 | 29 | 17 |
Losing Trades | 43 | 15 | 28 | 43 | 15 | 28 |
Profitability (%) | 51.6854 | 65.9091 | 37.7778 | 51.6854 | 65.9091 | 37.7778 |
Ratio Avg Win / Avg Loss | 2.5447 | 2.2335 | 1.3621 | 1.037 | 1.0498 | 0.3979 |
Largest Winning Trade | 181308 | 181308 | 63619 | 11282693 | 11282693 | 1991244 |
Largest Losing Trade | -67724 | -67724 | -32756 | -6248414 | -6248414 | -6220700 |
Avg Bars in Trades | 36 | 66 | 7 | 36 | 66 | 7 |
Avg Bars in Winners | 36 | 53 | 7 | 36 | 53 | 7 |
Avg Bars in Losers | 36 | 91 | 6 | 36 | 91 | 6 |
Bars Traded | 3230 | 2911 | 320 | 3230 | 2911 | 320 |
Profit Streak | 575.6946 | 577.1946 | 575.6946 | 575.6946 | 577.1946 | 575.6946 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149538 | -145997 | -582937 | -95022 | 507733 | -584603 |
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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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