Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185622.4457 | 363999.1884 | -178376.7426 | 24193132.0934 | -5453803.2947 | 29646935.3882 |
Total P&L (%) | 185.6224 | 363.9992 | -178.3767 | 24193.1321 | -5453.8033 | 29646.9354 |
Avg Daily Profit (%) | 0.0742 | 0.1455 | -0.0713 | 0.2199 | 0 | 0.228 |
Buy And Hold Return (%) | 841.5983 | 841.5983 | 841.5983 | 841.5983 | 841.5983 | 841.5983 |
Max Trade Drawdown | -321693 | -61382 | -309967 | -10792258 | -8626536 | -5034023 |
Profit Factor | 1.3016 | 4.4062 | 0.6492 | 2.4669 | 0.437 | 5.3564 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 54 | 27 | 27 | 32 | 16 | 16 |
Losing Trades | 22 | 11 | 11 | 44 | 22 | 22 |
Profitability (%) | 71.0526 | 71.0526 | 71.0526 | 42.1053 | 42.1053 | 42.1053 |
Ratio Avg Win / Avg Loss | 0.5303 | 1.7951 | 0.2645 | 3.3919 | 0.6009 | 7.365 |
Largest Winning Trade | 59639 | 59639 | 36357 | 30456598 | 2156252 | 30456598 |
Largest Losing Trade | -309967 | -49709 | -309967 | -2575051 | -2575051 | -1498410 |
Avg Bars in Trades | 60 | 63 | 56 | 60 | 63 | 56 |
Avg Bars in Winners | 51 | 51 | 51 | 57 | 65 | 49 |
Avg Bars in Losers | 81 | 92 | 70 | 61 | 61 | 62 |
Bars Traded | 4568 | 2403 | 2165 | 4568 | 2403 | 2165 |
Profit Streak | 87.061 | 89.561 | 0 | 87.061 | 89.561 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -311410 | -153869 | -578035 | -43380 | -583276 | 477938 |
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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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