Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 974822.5176 | 843238.3033 | 131584.2143 | 12167661.7175 | 12611497.3857 | -443835.6683 |
Total P&L (%) | 974.8225 | 843.2383 | 131.5842 | 12167.6617 | 12611.4974 | -443.8357 |
Avg Daily Profit (%) | 0.3898 | 0.3372 | 0.0526 | 0.1925 | 0.1939 | 0 |
Buy And Hold Return (%) | 782.6288 | 782.6288 | 782.6288 | 782.6288 | 782.6288 | 782.6288 |
Max Trade Drawdown | -81924 | -35450 | -71831 | -5066147 | -3091797 | -2359310 |
Profit Factor | 3.2395 | 5.1101 | 1.5718 | 2.0758 | 3.067 | 0.9148 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 50.6494 | 46.1538 | 55.2632 | 50.6494 | 46.1538 | 55.2632 |
Ratio Avg Win / Avg Loss | 3.1564 | 5.9618 | 1.2724 | 2.0225 | 3.5782 | 0.7406 |
Largest Winning Trade | 373810 | 373810 | 45663 | 10357120 | 10357120 | 885463 |
Largest Losing Trade | -47488 | -28353 | -47488 | -1948914 | -1675289 | -1948914 |
Avg Bars in Trades | 94 | 103 | 84 | 94 | 103 | 84 |
Avg Bars in Winners | 121 | 133 | 111 | 121 | 133 | 111 |
Avg Bars in Losers | 65 | 77 | 50 | 65 | 77 | 50 |
Bars Traded | 7241 | 4045 | 3197 | 7241 | 4045 | 3197 |
Profit Streak | 86.7192 | 109.7192 | 0 | 86.7192 | 109.7192 | 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 | -119159 | -125511 | -285984 | -33714 | 465567 | -580082 |
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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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