Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 761962.9952 | 709312.5995 | 52650.3956 | 3491148.9754 | 6081593.9921 | -2590445.0167 |
Total P&L (%) | 761.963 | 709.3126 | 52.6504 | 3491.149 | 6081.594 | -2590.445 |
Avg Daily Profit (%) | 0.3047 | 0.2836 | 0.0211 | 0.1433 | 0.1651 | 0 |
Buy And Hold Return (%) | 713.1647 | 713.1647 | 713.1647 | 713.1647 | 713.1647 | 713.1647 |
Max Trade Drawdown | -104073 | -51677 | -110586 | -3642999 | -2185169 | -4921319 |
Profit Factor | 2.8095 | 5.9752 | 1.189 | 1.2951 | 2.4887 | 0.6656 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 47.2222 | 50 | 44.4444 | 47.2222 | 50 | 44.4444 |
Ratio Avg Win / Avg Loss | 3.14 | 5.9752 | 1.4863 | 1.4474 | 2.4887 | 0.832 |
Largest Winning Trade | 294566 | 294566 | 63663 | 4338887 | 4338887 | 1435743 |
Largest Losing Trade | -49722 | -22149 | -49722 | -2570594 | -863867 | -2570594 |
Avg Bars in Trades | 99 | 103 | 95 | 99 | 103 | 95 |
Avg Bars in Winners | 122 | 118 | 126 | 122 | 118 | 126 |
Avg Bars in Losers | 79 | 88 | 71 | 79 | 88 | 71 |
Bars Traded | 7180 | 3726 | 3454 | 7180 | 3726 | 3454 |
Profit Streak | 66.3481 | 93.6815 | 0 | 66.3481 | 93.6815 | 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 | -214494 | -147957 | -345269 | -86986 | 469420 | -582940 |
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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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