Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1826263.9271 | 1787417.0422 | 38846.8848 | -3922099.657 | 3273993.435 | -7196093.092 |
Total P&L (%) | 1826.2639 | 1787.417 | 38.8469 | -3922.0997 | 3273.9934 | -7196.0931 |
Avg Daily Profit (%) | 1.023 | 1.0012 | 0.0218 | 0 | 0.1973 | 0 |
Buy And Hold Return (%) | 313.2764 | 313.2764 | 313.2764 | 313.2764 | 313.2764 | 313.2764 |
Max Trade Drawdown | -140520 | -76268 | -139127 | -8927229 | -3471454 | -9177791 |
Profit Factor | 5.2304 | 10.9875 | 1.1537 | 0.8178 | 1.423 | 0.4782 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 25 | 11 | 14 | 48 | 26 | 22 |
Losing Trades | 50 | 27 | 23 | 27 | 12 | 15 |
Profitability (%) | 33.3333 | 28.9474 | 37.8378 | 64 | 68.4211 | 59.4595 |
Ratio Avg Win / Avg Loss | 10.4607 | 26.9694 | 1.8954 | 0.46 | 0.6568 | 0.326 |
Largest Winning Trade | 1206025 | 1206025 | 68009 | 1819573 | 1819573 | 1739235 |
Largest Losing Trade | -135215 | -24403 | -135215 | -3018245 | -2712311 | -3018245 |
Avg Bars in Trades | 90 | 73 | 108 | 90 | 73 | 108 |
Avg Bars in Winners | 215 | 187 | 236 | 35 | 46 | 23 |
Avg Bars in Losers | 28 | 26 | 30 | 187 | 131 | 232 |
Bars Traded | 6793 | 2787 | 4006 | 6793 | 2787 | 4006 |
Profit Streak | 0 | 0 | 0 | 17.2864 | 17.2864 | 50.0364 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47215 | 309664 | -384636 | -638895 | 365524 | -578981 |
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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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