Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822900.1327 | 706738.24 | 116161.8927 | 2865635.6156 | 20616459.2399 | -17750823.6243 |
Total P&L (%) | 822.9001 | 706.7382 | 116.1619 | 2865.6356 | 20616.4592 | -17750.8236 |
Avg Daily Profit (%) | 0.3289 | 0.2825 | 0.0464 | 0.1356 | 0.2134 | 0 |
Buy And Hold Return (%) | 814.102 | 814.102 | 814.102 | 814.102 | 814.102 | 814.102 |
Max Trade Drawdown | -117249 | -84395 | -99996 | -22064556 | -3015183 | -21994683 |
Profit Factor | 2.8246 | 4.7202 | 1.445 | 1.0904 | 4.3635 | 0.3055 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 61.039 | 65.7895 | 56.4103 | 61.039 | 65.7895 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.8029 | 2.4545 | 1.1166 | 0.696 | 2.269 | 0.2361 |
Largest Winning Trade | 166896 | 166896 | 56203 | 14913117 | 14913117 | 1412693 |
Largest Losing Trade | -90036 | -52282 | -90036 | -21472560 | -1928467 | -21472560 |
Avg Bars in Trades | 91 | 105 | 78 | 91 | 105 | 78 |
Avg Bars in Winners | 104 | 100 | 109 | 104 | 100 | 109 |
Avg Bars in Losers | 72 | 115 | 39 | 72 | 115 | 39 |
Bars Traded | 7082 | 4010 | 3072 | 7082 | 4010 | 3072 |
Profit Streak | 69.304 | 135.9706 | 69.304 | 69.304 | 135.9706 | 69.304 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -191484 | -146424 | -294292 | -180573 | 666028 | -579368 |
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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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