Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878193.7719 | 773686.6054 | 104507.1665 | 7680675.8145 | 10113621.5695 | -2432945.755 |
Total P&L (%) | 878.1938 | 773.6866 | 104.5072 | 7680.6758 | 10113.6216 | -2432.9458 |
Avg Daily Profit (%) | 0.4217 | 0.3715 | 0.0502 | 0.2093 | 0.2224 | 0 |
Buy And Hold Return (%) | 1118.8759 | 1118.8759 | 1118.8759 | 1118.8759 | 1118.8759 | 1118.8759 |
Max Trade Drawdown | -86581 | -35026 | -81489 | -5292013 | -1621869 | -6049519 |
Profit Factor | 3.2822 | 5.9382 | 1.4581 | 1.582 | 3.2789 | 0.7223 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 52.0548 | 50 | 54.0541 | 52.0548 | 50 | 54.0541 |
Ratio Avg Win / Avg Loss | 3.0231 | 5.9382 | 1.2394 | 1.4571 | 3.2789 | 0.6139 |
Largest Winning Trade | 352132 | 352132 | 51303 | 5502303 | 5502303 | 944013 |
Largest Losing Trade | -71768 | -35026 | -71768 | -4846591 | -897434 | -4846591 |
Avg Bars in Trades | 333 | 321 | 344 | 333 | 321 | 344 |
Avg Bars in Winners | 425 | 404 | 444 | 425 | 404 | 444 |
Avg Bars in Losers | 232 | 239 | 226 | 232 | 239 | 226 |
Bars Traded | 24327 | 11583 | 12744 | 24327 | 11583 | 12744 |
Profit Streak | 174.5499 | 174.5499 | 190.5499 | 174.5499 | 174.5499 | 190.5499 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -224170 | -146824 | -288734 | -64766 | 556719 | -578888 |
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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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