Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 832257.5233 | 751338.9535 | 80918.5698 | 4381631.5475 | 8204702.2581 | -3823070.7106 |
Total P&L (%) | 832.2575 | 751.339 | 80.9186 | 4381.6315 | 8204.7023 | -3823.0707 |
Avg Daily Profit (%) | 0.333 | 0.3006 | 0.0324 | 0.1523 | 0.177 | 0 |
Buy And Hold Return (%) | 878.9253 | 878.9253 | 878.9253 | 878.9253 | 878.9253 | 878.9253 |
Max Trade Drawdown | -110044 | -83074 | -77099 | -6988098 | -2395537 | -5778940 |
Profit Factor | 2.7318 | 4.4883 | 1.3051 | 1.3234 | 2.4999 | 0.5268 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 52.6316 | 57.8947 | 47.3684 | 52.6316 | 57.8947 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.4586 | 3.2642 | 1.4501 | 1.191 | 1.8181 | 0.5854 |
Largest Winning Trade | 333216 | 333216 | 49755 | 7383134 | 7383134 | 636858 |
Largest Losing Trade | -54049 | -21514 | -54049 | -4309511 | -1137965 | -4309511 |
Avg Bars in Trades | 193 | 206 | 180 | 193 | 206 | 180 |
Avg Bars in Winners | 236 | 236 | 236 | 236 | 236 | 236 |
Avg Bars in Losers | 146 | 166 | 130 | 146 | 166 | 130 |
Bars Traded | 14718 | 7858 | 6859 | 14718 | 7858 | 6859 |
Profit Streak | 81.597 | 162.2637 | 81.597 | 81.597 | 162.2637 | 81.597 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -203865 | -147458 | -315753 | -45964 | 525893 | -581230 |
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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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