Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 349597.8371 | 437222.2216 | -87624.3845 | -26811496.4823 | 8398196.1761 | -35209692.6583 |
Total P&L (%) | 349.5978 | 437.2222 | -87.6244 | -26811.4965 | 8398.1962 | -35209.6927 |
Avg Daily Profit (%) | 0.1398 | 0.1748 | -0.035 | 0 | 0.1778 | 0 |
Buy And Hold Return (%) | 814.394 | 814.394 | 814.394 | 814.394 | 814.394 | 814.394 |
Max Trade Drawdown | -301598 | -58262 | -299392 | -41012663 | -744020 | -41012663 |
Profit Factor | 1.725 | 5.9772 | 0.7778 | 0.3676 | 10.8014 | 0.1523 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 60 | 30 | 30 | 61 | 31 | 30 |
Losing Trades | 13 | 7 | 6 | 12 | 6 | 6 |
Profitability (%) | 82.1918 | 81.0811 | 83.3333 | 83.5616 | 83.7838 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.3738 | 1.3947 | 0.1556 | 0.0723 | 2.0906 | 0.0305 |
Largest Winning Trade | 124568 | 124568 | 42254 | 2763836 | 2763836 | 1761680 |
Largest Losing Trade | -299392 | -47472 | -299392 | -41012663 | -614194 | -41012663 |
Avg Bars in Trades | 63 | 63 | 62 | 63 | 63 | 62 |
Avg Bars in Winners | 36 | 32 | 40 | 38 | 37 | 40 |
Avg Bars in Losers | 186 | 198 | 172 | 185 | 199 | 172 |
Bars Traded | 4603 | 2359 | 2244 | 4603 | 2359 | 2244 |
Profit Streak | 0 | 0 | 0 | 180.2216 | 1101.2216 | 0 |
Trades During Streak | 0 | 0 | 0 | 1 | 14 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -243612 | -146972 | -576567 | -651957 | 795685 | -576567 |
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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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