Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 942899.5558 | 779611.1711 | 163288.3847 | 35564057.42 | 37368170.3836 | -1804112.9635 |
Total P&L (%) | 942.8996 | 779.6112 | 163.2884 | 35564.0574 | 37368.1704 | -1804.113 |
Avg Daily Profit (%) | 0.3772 | 0.3118 | 0.0653 | 0.2353 | 0.2373 | 0 |
Buy And Hold Return (%) | 698.9005 | 698.9005 | 698.9005 | 698.9005 | 698.9005 | 698.9005 |
Max Trade Drawdown | -49881 | -45374 | -48578 | -9884338 | -5851388 | -7964261 |
Profit Factor | 4.4382 | 6.4375 | 2.2477 | 2.4712 | 3.8987 | 0.8401 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 60 | 62.8571 | 57.1429 | 60 | 62.8571 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.9588 | 3.804 | 1.6858 | 1.6475 | 2.3038 | 0.6301 |
Largest Winning Trade | 261955 | 261955 | 57707 | 23615404 | 23615404 | 1893389 |
Largest Losing Trade | -31451 | -31451 | -22623 | -5851388 | -5851388 | -4032950 |
Avg Bars in Trades | 136 | 179 | 94 | 136 | 179 | 94 |
Avg Bars in Winners | 176 | 226 | 121 | 176 | 226 | 121 |
Avg Bars in Losers | 77 | 100 | 58 | 77 | 100 | 58 |
Bars Traded | 9588 | 6278 | 3310 | 9588 | 6278 | 3310 |
Profit Streak | 109.1885 | 166.4385 | 0 | 109.1885 | 166.4385 | 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 | -136869 | -109704 | -266302 | -83591 | 646849 | -579861 |
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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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