Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3469033.1193 | 3582160.7601 | -113127.6408 | -89397.198 | 16221.981 | -105619.179 |
Total P&L (%) | 3469.0331 | 3582.1608 | -113.1276 | -89.3972 | 16.222 | -105.6192 |
Avg Daily Profit (%) | 1.5616 | 1.6125 | -0.0509 | -0.101 | 0.0068 | 0 |
Buy And Hold Return (%) | 908.4436 | 908.4436 | 908.4436 | 908.4436 | 908.4436 | 908.4436 |
Max Trade Drawdown | -185664 | -135969 | -87064 | -116921 | -86090 | -34640 |
Profit Factor | 5.6322 | 10.1904 | 0.685 | 0.7064 | 1.1076 | 0.313 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 44 | 42.1053 | 45.9459 | 44 | 42.1053 | 45.9459 |
Ratio Avg Win / Avg Loss | 7.1683 | 14.0118 | 0.8059 | 0.8991 | 1.523 | 0.3682 |
Largest Winning Trade | 3722707 | 3722707 | 48283 | 123256 | 123256 | 8767 |
Largest Losing Trade | -92967 | -44012 | -92967 | -74588 | -30648 | -74588 |
Avg Bars in Trades | 57 | 49 | 66 | 57 | 49 | 66 |
Avg Bars in Winners | 79 | 63 | 94 | 79 | 63 | 94 |
Avg Bars in Losers | 41 | 39 | 42 | 41 | 39 | 42 |
Bars Traded | 4336 | 1894 | 2442 | 4336 | 1894 | 2442 |
Profit Streak | 18.1828 | 32.1828 | 0 | 18.1828 | 32.1828 | 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 | -43344 | 633967 | -582349 | -643825 | -453122 | -582349 |
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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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