Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1403391.9018 | 1444936.686 | -41544.7841 | 4635873.6033 | 14112403.981 | -9476530.3777 |
Total P&L (%) | 1403.3919 | 1444.9367 | -41.5448 | 4635.8736 | 14112.404 | -9476.5304 |
Avg Daily Profit (%) | 0.7516 | 0.7738 | -0.0222 | 0.2068 | 0.2658 | 0 |
Buy And Hold Return (%) | 7595.5285 | 7595.5285 | 7595.5285 | 7595.5285 | 7595.5285 | 7595.5285 |
Max Trade Drawdown | -130415 | -60895 | -153292 | -11141027 | -1921906 | -12880017 |
Profit Factor | 3.6947 | 7.2274 | 0.8561 | 1.2195 | 3.1932 | 0.3545 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 58.3333 | 63.8889 | 52.7778 | 58.3333 | 63.8889 | 52.7778 |
Ratio Avg Win / Avg Loss | 2.6391 | 4.085 | 0.766 | 0.8711 | 1.8049 | 0.3172 |
Largest Winning Trade | 1003317 | 1003317 | 62031 | 6548791 | 6548791 | 1210634 |
Largest Losing Trade | -52660 | -52660 | -43029 | -4424900 | -1690394 | -4424900 |
Avg Bars in Trades | 72 | 71 | 72 | 72 | 71 | 72 |
Avg Bars in Winners | 80 | 75 | 85 | 80 | 75 | 85 |
Avg Bars in Losers | 60 | 64 | 57 | 60 | 64 | 57 |
Bars Traded | 5192 | 2580 | 2612 | 5192 | 2580 | 2612 |
Profit Streak | 39.8616 | 228.5282 | 39.8616 | 39.8616 | 228.5282 | 39.8616 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -227099 | -141129 | -579432 | -240667 | 361643 | -579432 |
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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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