Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 765332.7849 | 710222.7125 | 55110.0724 | 3488700.0496 | 6094882.6689 | -2606182.6193 |
Total P&L (%) | 765.3328 | 710.2227 | 55.1101 | 3488.7001 | 6094.8827 | -2606.1826 |
Avg Daily Profit (%) | 0.3061 | 0.2841 | 0.022 | 0.1433 | 0.1652 | 0 |
Buy And Hold Return (%) | 929.1547 | 929.1547 | 929.1547 | 929.1547 | 929.1547 | 929.1547 |
Max Trade Drawdown | -92542 | -71285 | -117897 | -4344221 | -3078428 | -4922107 |
Profit Factor | 2.6857 | 5.2437 | 1.1923 | 1.2581 | 2.1375 | 0.6805 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 49.3506 | 46.1538 | 52.6316 | 49.3506 | 46.1538 | 52.6316 |
Ratio Avg Win / Avg Loss | 2.7564 | 6.1176 | 1.073 | 1.2912 | 2.4938 | 0.6124 |
Largest Winning Trade | 250256 | 250256 | 55769 | 3691702 | 3691702 | 1240077 |
Largest Losing Trade | -43479 | -20441 | -43479 | -2065349 | -922543 | -2065349 |
Avg Bars in Trades | 122 | 121 | 124 | 122 | 121 | 124 |
Avg Bars in Winners | 153 | 157 | 150 | 153 | 157 | 150 |
Avg Bars in Losers | 92 | 89 | 96 | 92 | 89 | 96 |
Bars Traded | 9463 | 4727 | 4736 | 9463 | 4727 | 4736 |
Profit Streak | 64.6929 | 158.6929 | 0 | 64.6929 | 158.6929 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197680 | -149557 | -337882 | -49882 | 396075 | -580423 |
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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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