Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872365.6765 | 728173.9037 | 144191.7728 | -4710238.2255 | 19042103.1986 | -23752341.4241 |
Total P&L (%) | 872.3657 | 728.1739 | 144.1918 | -4710.2382 | 19042.1032 | -23752.3414 |
Avg Daily Profit (%) | 0.3489 | 0.2913 | 0.0577 | 0 | 0.2104 | 0 |
Buy And Hold Return (%) | 701.837 | 701.837 | 701.837 | 701.837 | 701.837 | 701.837 |
Max Trade Drawdown | -108309 | -57989 | -134603 | -24435326 | -2748389 | -29707109 |
Profit Factor | 3.1666 | 7.1002 | 1.509 | 0.8847 | 3.8021 | 0.3029 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 48 | 22 | 26 | 44 | 21 | 23 |
Losing Trades | 21 | 12 | 9 | 25 | 13 | 12 |
Profitability (%) | 69.5652 | 64.7059 | 74.2857 | 63.7681 | 61.7647 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.3854 | 3.8729 | 0.5224 | 0.5027 | 2.3537 | 0.158 |
Largest Winning Trade | 192191 | 192191 | 41044 | 13040119 | 13040119 | 1768397 |
Largest Losing Trade | -107776 | -40744 | -107776 | -21366711 | -1865829 | -21366711 |
Avg Bars in Trades | 140 | 145 | 135 | 140 | 145 | 135 |
Avg Bars in Winners | 146 | 150 | 144 | 140 | 137 | 143 |
Avg Bars in Losers | 125 | 137 | 109 | 139 | 159 | 119 |
Bars Traded | 9682 | 4957 | 4725 | 9682 | 4957 | 4725 |
Profit Streak | 228.0932 | 228.0932 | 231.5932 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -177993 | -133894 | -277492 | -684993 | 595834 | -578750 |
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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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