Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1278841.4989 | 1215086.7768 | 63754.7222 | 5348910.3486 | 6347993.2374 | -999082.8889 |
Total P&L (%) | 1278.8415 | 1215.0868 | 63.7547 | 5348.9103 | 6347.9932 | -999.0829 |
Avg Daily Profit (%) | 0.6963 | 0.6616 | 0.0347 | 0.2179 | 0.2271 | 0 |
Buy And Hold Return (%) | 669.5943 | 669.5943 | 669.5943 | 669.5943 | 669.5943 | 669.5943 |
Max Trade Drawdown | -105462 | -52838 | -57231 | -11141419 | -5814695 | -5858860 |
Profit Factor | 3.5617 | 6.6339 | 1.2249 | 1.2345 | 1.6406 | 0.9226 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Losing Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Profitability (%) | 45.9459 | 54.0541 | 37.8378 | 45.9459 | 54.0541 | 37.8378 |
Ratio Avg Win / Avg Loss | 4.1903 | 5.6388 | 2.0123 | 1.4523 | 1.3945 | 1.5156 |
Largest Winning Trade | 648307 | 648307 | 76761 | 7576779 | 7576779 | 2861986 |
Largest Losing Trade | -31680 | -24702 | -31680 | -2148904 | -2123336 | -2148904 |
Avg Bars in Trades | 145 | 137 | 153 | 145 | 137 | 153 |
Avg Bars in Winners | 228 | 187 | 286 | 228 | 187 | 286 |
Avg Bars in Losers | 75 | 78 | 73 | 75 | 78 | 73 |
Bars Traded | 10780 | 5092 | 5688 | 10780 | 5092 | 5688 |
Profit Streak | 29.1729 | 29.5063 | 0 | 29.1729 | 29.5063 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58283 | 484478 | -316289 | -61939 | 408096 | -582724 |
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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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