Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796050.1375 | 695959.4692 | 100090.6683 | 1863658.9524 | 5142123.3959 | -3278464.4435 |
Total P&L (%) | 796.0501 | 695.9595 | 100.0907 | 1863.659 | 5142.1234 | -3278.4644 |
Avg Daily Profit (%) | 0.3183 | 0.2783 | 0.04 | 0.1191 | 0.1585 | 0 |
Buy And Hold Return (%) | 744.8299 | 744.8299 | 744.8299 | 744.8299 | 744.8299 | 744.8299 |
Max Trade Drawdown | -96606 | -67566 | -93357 | -4931917 | -796041 | -5040372 |
Profit Factor | 2.7951 | 3.7938 | 1.515 | 1.2578 | 3.9304 | 0.4012 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 65.7534 | 63.8889 | 67.5676 | 65.7534 | 63.8889 | 67.5676 |
Ratio Avg Win / Avg Loss | 1.4558 | 2.1443 | 0.7272 | 0.6551 | 2.2216 | 0.1926 |
Largest Winning Trade | 228353 | 228353 | 25238 | 3125142 | 3125142 | 278065 |
Largest Losing Trade | -89770 | -52300 | -89770 | -4900521 | -507256 | -4900521 |
Avg Bars in Trades | 93 | 163 | 24 | 93 | 163 | 24 |
Avg Bars in Winners | 79 | 131 | 31 | 79 | 131 | 31 |
Avg Bars in Losers | 119 | 219 | 11 | 119 | 219 | 11 |
Bars Traded | 6797 | 5876 | 921 | 6797 | 5876 | 921 |
Profit Streak | 111.6881 | 111.6881 | 116.3547 | 111.6881 | 111.6881 | 116.3547 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -203715 | -147799 | -301966 | -111542 | 611642 | -577259 |
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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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