Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 949331.3023 | 836011.2132 | 113320.0891 | 9067233.4221 | 14635216.1503 | -5567982.7282 |
Total P&L (%) | 949.3313 | 836.0112 | 113.3201 | 9067.2334 | 14635.2162 | -5567.9827 |
Avg Daily Profit (%) | 0.3797 | 0.3344 | 0.0453 | 0.1809 | 0.1999 | 0 |
Buy And Hold Return (%) | 875 | 875 | 875 | 875 | 875 | 875 |
Max Trade Drawdown | -77629 | -34849 | -71295 | -9422436 | -3426245 | -8308559 |
Profit Factor | 3.1441 | 5.4298 | 1.4461 | 1.4564 | 3.1273 | 0.5713 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 50.6849 | 48.6486 | 52.7778 | 50.6849 | 48.6486 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.0591 | 5.7314 | 1.2939 | 1.417 | 3.301 | 0.5112 |
Largest Winning Trade | 336266 | 336266 | 49302 | 12480316 | 12480316 | 2333080 |
Largest Losing Trade | -58049 | -28747 | -58049 | -6020537 | -1638337 | -6020537 |
Avg Bars in Trades | 97 | 107 | 87 | 97 | 107 | 87 |
Avg Bars in Winners | 122 | 129 | 115 | 122 | 129 | 115 |
Avg Bars in Losers | 72 | 86 | 56 | 72 | 86 | 56 |
Bars Traded | 7127 | 3980 | 3147 | 7127 | 3980 | 3147 |
Profit Streak | 86.2451 | 109.5784 | 0 | 86.2451 | 109.5784 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -199397 | -148439 | -296820 | -66716 | 505964 | -580420 |
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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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