Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1623586.9946 | 1561393.6629 | 62193.3317 | 2649465.8656 | 5106117.4259 | -2456651.5602 |
Total P&L (%) | 1623.587 | 1561.3937 | 62.1933 | 2649.4659 | 5106.1174 | -2456.6516 |
Avg Daily Profit (%) | 0.7198 | 0.6923 | 0.0276 | 0.147 | 0.1754 | 0 |
Buy And Hold Return (%) | 255.5838 | 255.5838 | 255.5838 | 255.5838 | 255.5838 | 255.5838 |
Max Trade Drawdown | -81965 | -79831 | -79949 | -7361914 | -5070683 | -4687147 |
Profit Factor | 3.7993 | 6.5432 | 1.2085 | 1.0975 | 1.3928 | 0.8266 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 47.2973 | 45.9459 | 48.6486 | 47.2973 | 45.9459 | 48.6486 |
Ratio Avg Win / Avg Loss | 4.2335 | 7.6979 | 1.2756 | 1.223 | 1.6386 | 0.8725 |
Largest Winning Trade | 1077069 | 1077069 | 53477 | 8757818 | 8757818 | 2969206 |
Largest Losing Trade | -49489 | -35221 | -49489 | -4181760 | -1920847 | -4181760 |
Avg Bars in Trades | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Winners | 89 | 88 | 90 | 89 | 88 | 90 |
Avg Bars in Losers | 30 | 25 | 35 | 30 | 25 | 35 |
Bars Traded | 4314 | 1998 | 2316 | 4314 | 1998 | 2316 |
Profit Streak | 51.6293 | 0 | 155.1293 | 51.6293 | 0 | 155.1293 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50301 | 669901 | -321850 | -178835 | 288667 | -580333 |
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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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