Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902035.9102 | 767378.3497 | 134657.5605 | -21321837.546 | 119730936.0007 | -141052773.5467 |
Total P&L (%) | 902.0359 | 767.3784 | 134.6576 | -21321.8375 | 119730.936 | -141052.7735 |
Avg Daily Profit (%) | 0.4331 | 0.3685 | 0.0647 | 0 | 0.3409 | 0 |
Buy And Hold Return (%) | 1212.8562 | 1212.8562 | 1212.8562 | 1212.8562 | 1212.8562 | 1212.8562 |
Max Trade Drawdown | -178160 | -65863 | -144321 | -166482837 | -7761668 | -170679002 |
Profit Factor | 3.2881 | 5.7322 | 1.5803 | 0.9 | 4.911 | 0.2277 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 46 | 23 | 23 | 48 | 25 | 23 |
Losing Trades | 25 | 12 | 13 | 23 | 10 | 13 |
Profitability (%) | 64.7887 | 65.7143 | 63.8889 | 67.6056 | 71.4286 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.787 | 2.9907 | 0.8932 | 0.4313 | 1.9644 | 0.1287 |
Largest Winning Trade | 163363 | 163363 | 61335 | 84050920 | 84050920 | 8667635 |
Largest Losing Trade | -120136 | -48920 | -120136 | -162787048 | -5855580 | -162787048 |
Avg Bars in Trades | 342 | 378 | 308 | 342 | 378 | 308 |
Avg Bars in Winners | 393 | 403 | 384 | 353 | 366 | 338 |
Avg Bars in Losers | 248 | 329 | 173 | 319 | 406 | 253 |
Bars Traded | 24319 | 13231 | 11088 | 24319 | 13231 | 11088 |
Profit Streak | 127.5286 | 127.5286 | 135.3619 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -237193 | -145374 | -269487 | -669495 | 710646 | -578979 |
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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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