Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1613773.1709 | 1577191.2414 | 36581.9295 | -5151641.5395 | 3555894.4705 | -8707536.0101 |
Total P&L (%) | 1613.7732 | 1577.1912 | 36.5819 | -5151.6415 | 3555.8945 | -8707.536 |
Avg Daily Profit (%) | 0.9013 | 0.8809 | 0.0204 | 0 | 0.2012 | 0 |
Buy And Hold Return (%) | 291.853 | 291.853 | 291.853 | 291.853 | 291.853 | 291.853 |
Max Trade Drawdown | -147598 | -103090 | -153294 | -12603347 | -3588499 | -11333277 |
Profit Factor | 4.4091 | 9.4321 | 1.1278 | 0.8195 | 1.3753 | 0.5434 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 15 | 21 | 35 | 23 | 12 |
Losing Trades | 36 | 21 | 15 | 37 | 13 | 24 |
Profitability (%) | 50 | 41.6667 | 58.3333 | 48.6111 | 63.8889 | 33.3333 |
Ratio Avg Win / Avg Loss | 4.4091 | 13.2049 | 0.8055 | 0.8664 | 0.7774 | 1.0869 |
Largest Winning Trade | 1010600 | 1010600 | 57321 | 2994482 | 2047351 | 2994482 |
Largest Losing Trade | -147598 | -32988 | -147598 | -3562649 | -3562649 | -3438812 |
Avg Bars in Trades | 47 | 38 | 55 | 47 | 38 | 55 |
Avg Bars in Winners | 72 | 66 | 76 | 27 | 28 | 26 |
Avg Bars in Losers | 22 | 18 | 27 | 65 | 56 | 70 |
Bars Traded | 3396 | 1387 | 2009 | 3396 | 1387 | 2009 |
Profit Streak | 45.7811 | 45.7811 | 47.7811 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62650 | 664040 | -410927 | -665095 | 314058 | -585594 |
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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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