Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 943043.8684 | 777935.2729 | 165108.5955 | 21633936.5665 | 46872167.579 | -25238231.0125 |
Total P&L (%) | 943.0439 | 777.9353 | 165.1086 | 21633.9366 | 46872.1676 | -25238.231 |
Avg Daily Profit (%) | 0.3772 | 0.3111 | 0.066 | 0.2155 | 0.2464 | 0 |
Buy And Hold Return (%) | 805.6007 | 805.6007 | 805.6007 | 805.6007 | 805.6007 | 805.6007 |
Max Trade Drawdown | -78027 | -76258 | -75819 | -36673600 | -2263593 | -37471127 |
Profit Factor | 3.5783 | 6.3136 | 1.7527 | 1.4416 | 9.0319 | 0.4151 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 57.5342 | 55.5556 | 59.4595 | 57.5342 | 55.5556 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.6411 | 5.0509 | 1.195 | 1.0641 | 7.2255 | 0.283 |
Largest Winning Trade | 174493 | 174493 | 64677 | 30347518 | 30347518 | 4577974 |
Largest Losing Trade | -74238 | -46559 | -74238 | -36109865 | -1462920 | -36109865 |
Avg Bars in Trades | 127 | 147 | 108 | 127 | 147 | 108 |
Avg Bars in Winners | 146 | 135 | 157 | 146 | 135 | 157 |
Avg Bars in Losers | 101 | 163 | 36 | 101 | 163 | 36 |
Bars Traded | 9325 | 5323 | 4002 | 9325 | 5323 | 4002 |
Profit Streak | 134.6 | 134.6 | 292.6 | 134.6 | 134.6 | 292.6 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170066 | -146974 | -265743 | -64552 | 656978 | -578198 |
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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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