Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940023.1869 | 823415.3201 | 116607.8669 | 12803545.1031 | 13708394.7185 | -904849.6154 |
Total P&L (%) | 940.0232 | 823.4153 | 116.6079 | 12803.5451 | 13708.3947 | -904.8496 |
Avg Daily Profit (%) | 0.3759 | 0.3293 | 0.0466 | 0.1945 | 0.1973 | 0 |
Buy And Hold Return (%) | 807.6077 | 807.6077 | 807.6077 | 807.6077 | 807.6077 | 807.6077 |
Max Trade Drawdown | -117360 | -31152 | -90997 | -4934195 | -1357285 | -4595144 |
Profit Factor | 3.5378 | 6.5907 | 1.5226 | 2.162 | 4.36 | 0.8696 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 53.5211 | 55.5556 | 51.4286 | 53.5211 | 55.5556 | 51.4286 |
Ratio Avg Win / Avg Loss | 3.0723 | 5.2726 | 1.438 | 1.8775 | 3.488 | 0.8213 |
Largest Winning Trade | 350147 | 350147 | 62216 | 8372491 | 8372491 | 1557687 |
Largest Losing Trade | -54437 | -31152 | -54437 | -2068986 | -1357285 | -2068986 |
Avg Bars in Trades | 99 | 109 | 89 | 99 | 109 | 89 |
Avg Bars in Winners | 136 | 136 | 136 | 136 | 136 | 136 |
Avg Bars in Losers | 58 | 76 | 40 | 58 | 76 | 40 |
Bars Traded | 7099 | 3956 | 3143 | 7099 | 3956 | 3143 |
Profit Streak | 79.0004 | 349.6671 | 0 | 79.0004 | 349.6671 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188489 | -139936 | -294789 | -77881 | 627159 | -580602 |
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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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