Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 639329.2973 | 525766.6696 | 113562.6277 | 5639535.6059 | 5872095.2408 | -232559.6349 |
Total P&L (%) | 639.3293 | 525.7667 | 113.5626 | 5639.5356 | 5872.0952 | -232.5596 |
Avg Daily Profit (%) | 0.2556 | 0.2102 | 0.0454 | 0.162 | 0.1636 | 0 |
Buy And Hold Return (%) | 771.1092 | 771.1092 | 771.1092 | 771.1092 | 771.1092 | 771.1092 |
Max Trade Drawdown | -59780 | -54405 | -55456 | -2049189 | -558470 | -2166992 |
Profit Factor | 3.5384 | 5.36 | 1.8651 | 2.4504 | 6.7191 | 0.9187 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 67.1233 | 72.2222 | 62.1622 | 67.1233 | 72.2222 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.7331 | 2.0616 | 1.1353 | 1.2002 | 2.5843 | 0.5592 |
Largest Winning Trade | 146621 | 146621 | 37032 | 2488090 | 2488090 | 529454 |
Largest Losing Trade | -54405 | -54405 | -48964 | -2049189 | -558470 | -2049189 |
Avg Bars in Trades | 126 | 216 | 39 | 126 | 216 | 39 |
Avg Bars in Winners | 121 | 191 | 41 | 121 | 191 | 41 |
Avg Bars in Losers | 137 | 279 | 35 | 137 | 279 | 35 |
Bars Traded | 9235 | 7776 | 1459 | 9235 | 7776 | 1459 |
Profit Streak | 240.1309 | 397.1309 | 240.1309 | 240.1309 | 397.1309 | 240.1309 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -222850 | -145318 | -292659 | -61036 | 739114 | -577818 |
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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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