Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 787046.048 | 717966.222 | 69079.8261 | 2875803.2935 | 4714273.4248 | -1838470.1313 |
Total P&L (%) | 787.046 | 717.9662 | 69.0798 | 2875.8033 | 4714.2734 | -1838.4701 |
Avg Daily Profit (%) | 0.3148 | 0.2872 | 0.0276 | 0.1358 | 0.1551 | 0 |
Buy And Hold Return (%) | 730.1108 | 730.1108 | 730.1108 | 730.1108 | 730.1108 | 730.1108 |
Max Trade Drawdown | -89470 | -70972 | -76764 | -2659910 | -1366735 | -3063438 |
Profit Factor | 2.5865 | 4.0982 | 1.2613 | 1.4094 | 2.6971 | 0.5671 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 50.6667 | 50 | 51.3514 | 50.6667 | 50 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.5184 | 4.0982 | 1.1949 | 1.3723 | 2.6971 | 0.5372 |
Largest Winning Trade | 299725 | 299725 | 57825 | 3514960 | 3514960 | 498388 |
Largest Losing Trade | -57776 | -25442 | -57776 | -2092536 | -578194 | -2092536 |
Avg Bars in Trades | 128 | 131 | 126 | 128 | 131 | 126 |
Avg Bars in Winners | 164 | 160 | 168 | 164 | 160 | 168 |
Avg Bars in Losers | 92 | 101 | 82 | 92 | 101 | 82 |
Bars Traded | 9661 | 4985 | 4677 | 9661 | 4985 | 4677 |
Profit Streak | 67.1202 | 156.8702 | 0 | 67.1202 | 156.8702 | 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 | -188198 | -148883 | -321713 | -73458 | 482935 | -580597 |
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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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