Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890774.5316 | 732088.6586 | 158685.873 | 21272009.1848 | 21521876.6265 | -249867.4417 |
Total P&L (%) | 890.7745 | 732.0887 | 158.6859 | 21272.0092 | 21521.8766 | -249.8674 |
Avg Daily Profit (%) | 0.3563 | 0.2928 | 0.0635 | 0.2148 | 0.2153 | 0 |
Buy And Hold Return (%) | 810.9549 | 810.9549 | 810.9549 | 810.9549 | 810.9549 | 810.9549 |
Max Trade Drawdown | -66911 | -59941 | -66367 | -8598731 | -2145867 | -8885044 |
Profit Factor | 3.2932 | 5.166 | 1.746 | 2.4583 | 6.4704 | 0.9765 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 58.6667 | 59.4595 | 57.8947 | 58.6667 | 59.4595 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.3202 | 3.5223 | 1.2698 | 1.732 | 4.4117 | 0.7102 |
Largest Winning Trade | 193663 | 193663 | 66455 | 9929173 | 9929173 | 3629370 |
Largest Losing Trade | -42350 | -42350 | -35113 | -5561689 | -1080623 | -5561689 |
Avg Bars in Trades | 122 | 147 | 97 | 122 | 147 | 97 |
Avg Bars in Winners | 153 | 154 | 153 | 153 | 154 | 153 |
Avg Bars in Losers | 77 | 137 | 21 | 77 | 137 | 21 |
Bars Traded | 9174 | 5456 | 3718 | 9174 | 5456 | 3718 |
Profit Streak | 292.619 | 293.369 | 292.619 | 292.619 | 293.369 | 292.619 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177950 | -146450 | -269368 | -45615 | 693943 | -578393 |
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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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