Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793496.8373 | 744236.7834 | 49260.0539 | 3661522.6963 | 5056643.9649 | -1395121.2686 |
Total P&L (%) | 793.4968 | 744.2368 | 49.2601 | 3661.5227 | 5056.644 | -1395.1213 |
Avg Daily Profit (%) | 0.381 | 0.3573 | 0.0237 | 0.1743 | 0.1895 | 0 |
Buy And Hold Return (%) | 1182.1776 | 1182.1776 | 1182.1776 | 1182.1776 | 1182.1776 | 1182.1776 |
Max Trade Drawdown | -131599 | -102443 | -93953 | -3594763 | -2621280 | -2797813 |
Profit Factor | 2.7999 | 5.2194 | 1.1863 | 1.3878 | 2.2644 | 0.7437 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 41.3333 | 44.7368 | 37.8378 | 41.3333 | 44.7368 | 37.8378 |
Ratio Avg Win / Avg Loss | 3.9741 | 6.4475 | 1.9489 | 1.9698 | 2.7972 | 1.2217 |
Largest Winning Trade | 358470 | 358470 | 52959 | 3175954 | 3175954 | 955845 |
Largest Losing Trade | -59537 | -18577 | -59537 | -1150317 | -523785 | -1150317 |
Avg Bars in Trades | 323 | 217 | 431 | 323 | 217 | 431 |
Avg Bars in Winners | 470 | 339 | 629 | 470 | 339 | 629 |
Avg Bars in Losers | 219 | 118 | 310 | 219 | 118 | 310 |
Bars Traded | 24227 | 8268 | 15959 | 24227 | 8268 | 15959 |
Profit Streak | 115.9631 | 115.9631 | 126.7964 | 115.9631 | 115.9631 | 126.7964 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -214538 | -149909 | -345732 | -57164 | 317257 | -583268 |
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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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