Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647944.8787 | 577182.3771 | 70762.5016 | -22394323.216 | 5928845.7594 | -28323168.9753 |
Total P&L (%) | 647.9449 | 577.1824 | 70.7625 | -22394.3232 | 5928.8458 | -28323.169 |
Avg Daily Profit (%) | 0.2586 | 0.2304 | 0.0282 | 0 | 0.1638 | 0 |
Buy And Hold Return (%) | 741.3378 | 741.3378 | 741.3378 | 741.3378 | 741.3378 | 741.3378 |
Max Trade Drawdown | -157645 | -50077 | -169415 | -40075325 | -8095402 | -33321270 |
Profit Factor | 2.524 | 5.0748 | 1.2496 | 0.5396 | 1.4853 | 0.2224 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 52 | 26 | 26 | 48 | 23 | 25 |
Losing Trades | 23 | 11 | 12 | 27 | 14 | 13 |
Profitability (%) | 69.3333 | 70.2703 | 68.4211 | 64 | 62.1622 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.1164 | 2.147 | 0.5767 | 0.3035 | 0.9041 | 0.1156 |
Largest Winning Trade | 95317 | 95317 | 37572 | 8525119 | 8525119 | 2212489 |
Largest Losing Trade | -157645 | -50077 | -157645 | -27539015 | -6150221 | -27539015 |
Avg Bars in Trades | 193 | 199 | 187 | 193 | 199 | 187 |
Avg Bars in Winners | 187 | 190 | 184 | 185 | 185 | 185 |
Avg Bars in Losers | 207 | 220 | 196 | 207 | 221 | 191 |
Bars Traded | 14507 | 7365 | 7142 | 14507 | 7365 | 7142 |
Profit Streak | 0 | 359.424 | 0 | 82.0906 | 0 | 108.2573 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212032 | -145635 | -320414 | -639405 | 318937 | -578156 |
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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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