Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1277828.7655 | 1311138.3701 | -33309.6045 | 315408.3374 | 1128395.5265 | -812987.1891 |
Total P&L (%) | 1277.8288 | 1311.1384 | -33.3096 | 315.4083 | 1128.3955 | -812.9872 |
Avg Daily Profit (%) | 0.5912 | 0.6066 | -0.0154 | 0.0659 | 0.1161 | 0 |
Buy And Hold Return (%) | 490.7753 | 490.7753 | 490.7753 | 490.7753 | 490.7753 | 490.7753 |
Max Trade Drawdown | -216170 | -134105 | -84157 | -5694454 | -2989315 | -2705138 |
Profit Factor | 2.8961 | 5.1534 | 0.907 | 1.0378 | 1.2776 | 0.81 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 40.8451 | 36.1111 | 45.7143 | 40.8451 | 36.1111 | 45.7143 |
Ratio Avg Win / Avg Loss | 4.1944 | 9.1175 | 1.0771 | 1.503 | 2.2603 | 0.9619 |
Largest Winning Trade | 723828 | 723828 | 67579 | 3689523 | 3689523 | 1661286 |
Largest Losing Trade | -51327 | -33565 | -51327 | -1580892 | -1075119 | -1580892 |
Avg Bars in Trades | 176 | 204 | 146 | 176 | 204 | 146 |
Avg Bars in Winners | 259 | 354 | 182 | 259 | 354 | 182 |
Avg Bars in Losers | 118 | 119 | 116 | 118 | 119 | 116 |
Bars Traded | 12498 | 7358 | 5140 | 12498 | 7358 | 5140 |
Profit Streak | 55.2146 | 55.2146 | 75.3813 | 55.2146 | 55.2146 | 75.3813 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80407 | 402345 | -580229 | -542400 | -46239 | -581896 |
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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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