Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 748319.8126 | 646208.776 | 102111.0367 | 2667237.2228 | 10960723.803 | -8293486.5802 |
Total P&L (%) | 748.3198 | 646.2088 | 102.111 | 2667.2372 | 10960.7238 | -8293.4866 |
Avg Daily Profit (%) | 0.2988 | 0.258 | 0.0408 | 0.1327 | 0.1881 | 0 |
Buy And Hold Return (%) | 798.5822 | 798.5822 | 798.5822 | 798.5822 | 798.5822 | 798.5822 |
Max Trade Drawdown | -100685 | -82541 | -118599 | -9928632 | -1172411 | -9761708 |
Profit Factor | 2.6802 | 5.4531 | 1.3401 | 1.1778 | 5.3977 | 0.3371 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 67.1233 | 72.2222 | 62.1622 | 67.1233 | 72.2222 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.3128 | 2.0974 | 0.8157 | 0.5769 | 2.076 | 0.2052 |
Largest Winning Trade | 171232 | 171232 | 54526 | 7223247 | 7223247 | 454616 |
Largest Losing Trade | -84489 | -47063 | -84489 | -9667016 | -889332 | -9667016 |
Avg Bars in Trades | 64 | 72 | 57 | 64 | 72 | 57 |
Avg Bars in Winners | 68 | 59 | 78 | 68 | 59 | 78 |
Avg Bars in Losers | 56 | 104 | 23 | 56 | 104 | 23 |
Bars Traded | 4725 | 2598 | 2128 | 4725 | 2598 | 2128 |
Profit Streak | 82.7109 | 146.7109 | 82.7109 | 82.7109 | 146.7109 | 82.7109 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -225712 | -145276 | -303420 | -117761 | 715077 | -578637 |
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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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