Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 835677.5091 | 753348.7382 | 82328.771 | 5816156.0505 | 11578894.87 | -5762738.8195 |
Total P&L (%) | 835.6775 | 753.3487 | 82.3288 | 5816.1561 | 11578.8949 | -5762.7388 |
Avg Daily Profit (%) | 0.3344 | 0.3014 | 0.0329 | 0.1634 | 0.1906 | 0 |
Buy And Hold Return (%) | 731.508 | 731.508 | 731.508 | 731.508 | 731.508 | 731.508 |
Max Trade Drawdown | -117781 | -53843 | -94915 | -11659963 | -5014243 | -8216332 |
Profit Factor | 2.9399 | 4.1538 | 1.429 | 1.2574 | 2.004 | 0.4789 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 50.6667 | 51.3514 | 50 | 50.6667 | 51.3514 | 50 |
Ratio Avg Win / Avg Loss | 2.8625 | 3.9352 | 1.429 | 1.2244 | 1.8985 | 0.4789 |
Largest Winning Trade | 338072 | 338072 | 51062 | 12132780 | 12132780 | 983797 |
Largest Losing Trade | -34375 | -34375 | -24668 | -3878281 | -2655481 | -3878281 |
Avg Bars in Trades | 193 | 272 | 116 | 193 | 272 | 116 |
Avg Bars in Winners | 240 | 321 | 159 | 240 | 321 | 159 |
Avg Bars in Losers | 145 | 221 | 74 | 145 | 221 | 74 |
Bars Traded | 14533 | 10090 | 4443 | 14533 | 10090 | 4443 |
Profit Streak | 92.1664 | 109.4997 | 92.1664 | 92.1664 | 109.4997 | 92.1664 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166905 | -139667 | -313220 | -52683 | 450305 | -580206 |
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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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