Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530776.5442 | 1034568.923 | -503792.3788 | 282985.7214 | 37144850.2999 | -36861864.5784 |
Total P&L (%) | 530.7765 | 1034.5689 | -503.7924 | 282.9857 | 37144.8503 | -36861.8646 |
Avg Daily Profit (%) | 0.2351 | 0.4583 | -0.2232 | 0.0595 | 0.2626 | 0 |
Buy And Hold Return (%) | 7770.1956 | 7770.1956 | 7770.1956 | 7770.1956 | 7770.1956 | 7770.1956 |
Max Trade Drawdown | -641217 | -117871 | -584434 | -86416569 | -16854541 | -96992776 |
Profit Factor | 1.4774 | 4.6126 | 0.3897 | 1.0018 | 1.8071 | 0.6749 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 39 | 20 | 19 | 35 | 19 | 16 |
Losing Trades | 33 | 16 | 17 | 37 | 17 | 20 |
Profitability (%) | 54.1667 | 55.5556 | 52.7778 | 48.6111 | 52.7778 | 44.4444 |
Ratio Avg Win / Avg Loss | 1.2501 | 3.6901 | 0.3487 | 1.059 | 1.6169 | 0.8436 |
Largest Winning Trade | 596092 | 596092 | 54558 | 58963897 | 27771830 | 58963897 |
Largest Losing Trade | -469890 | -37212 | -469890 | -55378434 | -16854541 | -55378434 |
Avg Bars in Trades | 122 | 114 | 130 | 122 | 114 | 130 |
Avg Bars in Winners | 123 | 102 | 144 | 119 | 109 | 130 |
Avg Bars in Losers | 122 | 130 | 115 | 126 | 120 | 131 |
Bars Traded | 8841 | 4132 | 4709 | 8841 | 4132 | 4709 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -239231 | -147303 | -580420 | -582133 | 389892 | -582940 |
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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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