Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752581.2391 | 694413.4866 | 58167.7526 | 3333409.6863 | 6275412.3644 | -2942002.6781 |
Total P&L (%) | 752.5812 | 694.4135 | 58.1678 | 3333.4097 | 6275.4124 | -2942.0027 |
Avg Daily Profit (%) | 0.3011 | 0.2778 | 0.0233 | 0.1416 | 0.1664 | 0 |
Buy And Hold Return (%) | 699.151 | 699.151 | 699.151 | 699.151 | 699.151 | 699.151 |
Max Trade Drawdown | -87256 | -50546 | -100565 | -3806891 | -1767996 | -4780586 |
Profit Factor | 2.7818 | 5.6337 | 1.2134 | 1.3057 | 2.7659 | 0.5997 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 51.3158 | 55.2632 | 47.3684 | 51.3158 | 55.2632 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.6391 | 4.5607 | 1.3483 | 1.2388 | 2.239 | 0.6663 |
Largest Winning Trade | 292357 | 292357 | 62930 | 4609704 | 4609704 | 1186304 |
Largest Losing Trade | -47881 | -23902 | -47881 | -2835812 | -800881 | -2835812 |
Avg Bars in Trades | 191 | 198 | 184 | 191 | 198 | 184 |
Avg Bars in Winners | 233 | 229 | 237 | 233 | 229 | 237 |
Avg Bars in Losers | 147 | 160 | 137 | 147 | 160 | 137 |
Bars Traded | 14567 | 7547 | 7020 | 14567 | 7547 | 7020 |
Profit Streak | 73.8618 | 100.8618 | 0 | 73.8618 | 100.8618 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180840 | -147559 | -329008 | -58080 | 514233 | -581788 |
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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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