Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922586.78 | 818870.2513 | 103716.5287 | 8234281.4906 | 11079550.0447 | -2845268.5541 |
Total P&L (%) | 922.5868 | 818.8703 | 103.7165 | 8234.2815 | 11079.55 | -2845.2686 |
Avg Daily Profit (%) | 0.3687 | 0.3273 | 0.0415 | 0.1769 | 0.1887 | 0 |
Buy And Hold Return (%) | 825.2977 | 825.2977 | 825.2977 | 825.2977 | 825.2977 | 825.2977 |
Max Trade Drawdown | -79040 | -39206 | -70429 | -6714206 | -2285259 | -5730194 |
Profit Factor | 3.1395 | 5.4543 | 1.4193 | 1.6198 | 3.1746 | 0.6526 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 52.7027 | 48.6486 | 56.7568 | 52.7027 | 48.6486 | 56.7568 |
Ratio Avg Win / Avg Loss | 2.8175 | 5.7573 | 1.0813 | 1.4536 | 3.3509 | 0.4972 |
Largest Winning Trade | 339626 | 339626 | 54415 | 9205072 | 9205072 | 846910 |
Largest Losing Trade | -53393 | -23723 | -53393 | -4462670 | -1039151 | -4462670 |
Avg Bars in Trades | 65 | 70 | 59 | 65 | 70 | 59 |
Avg Bars in Winners | 83 | 93 | 74 | 83 | 93 | 74 |
Avg Bars in Losers | 45 | 49 | 41 | 45 | 49 | 41 |
Bars Traded | 4840 | 2623 | 2217 | 4840 | 2623 | 2217 |
Profit Streak | 152.6852 | 167.1852 | 152.6852 | 152.6852 | 167.1852 | 152.6852 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180668 | -148076 | -300655 | -57249 | 520382 | -578933 |
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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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