Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 978909.545 | 819199.6625 | 159709.8825 | 18952418.4199 | 20690338.5631 | -1737920.1432 |
Total P&L (%) | 978.9095 | 819.1997 | 159.7099 | 18952.4184 | 20690.3386 | -1737.9201 |
Avg Daily Profit (%) | 0.3916 | 0.3277 | 0.0639 | 0.2102 | 0.2137 | 0 |
Buy And Hold Return (%) | 737.7992 | 737.7992 | 737.7992 | 737.7992 | 737.7992 | 737.7992 |
Max Trade Drawdown | -79541 | -39691 | -74640 | -6496689 | -2262477 | -10510413 |
Profit Factor | 3.5834 | 6.1562 | 1.7258 | 1.9482 | 4.1627 | 0.8707 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 57.5342 | 52.7778 | 62.1622 | 57.5342 | 52.7778 | 62.1622 |
Ratio Avg Win / Avg Loss | 2.6449 | 5.5082 | 1.0505 | 1.438 | 3.7245 | 0.53 |
Largest Winning Trade | 367321 | 367321 | 48719 | 11750014 | 11750014 | 1669431 |
Largest Losing Trade | -66440 | -29231 | -66440 | -6093443 | -1458365 | -6093443 |
Avg Bars in Trades | 132 | 142 | 123 | 132 | 142 | 123 |
Avg Bars in Winners | 145 | 145 | 145 | 145 | 145 | 145 |
Avg Bars in Losers | 115 | 138 | 88 | 115 | 138 | 88 |
Bars Traded | 9696 | 5119 | 4577 | 9696 | 5119 | 4577 |
Profit Streak | 112.3042 | 112.3042 | 234.8042 | 112.3042 | 112.3042 | 234.8042 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121346 | -112875 | -268308 | -62955 | 585238 | -577841 |
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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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