Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 796417.9658 | 714132.6058 | 82285.36 | 1811642.1868 | 10149293.9408 | -8337651.754 |
Total P&L (%) | 796.418 | 714.1326 | 82.2854 | 1811.6422 | 10149.2939 | -8337.6518 |
Avg Daily Profit (%) | 0.3185 | 0.2856 | 0.0329 | 0.1181 | 0.1853 | 0 |
Buy And Hold Return (%) | 876.5334 | 876.5334 | 876.5334 | 876.5334 | 876.5334 | 876.5334 |
Max Trade Drawdown | -131675 | -75668 | -112214 | -9993656 | -959925 | -10111502 |
Profit Factor | 2.5848 | 4.5721 | 1.2719 | 1.1181 | 4.8358 | 0.3431 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 58.6667 | 62.1622 | 55.2632 | 58.6667 | 62.1622 | 55.2632 |
Ratio Avg Win / Avg Loss | 1.8211 | 2.783 | 1.0296 | 0.7878 | 2.9436 | 0.2778 |
Largest Winning Trade | 177646 | 177646 | 63842 | 6940324 | 6940324 | 519057 |
Largest Losing Trade | -87131 | -52745 | -87131 | -9451238 | -819508 | -9451238 |
Avg Bars in Trades | 93 | 108 | 78 | 93 | 108 | 78 |
Avg Bars in Winners | 89 | 85 | 93 | 89 | 85 | 93 |
Avg Bars in Losers | 99 | 148 | 59 | 99 | 148 | 59 |
Bars Traded | 7005 | 4030 | 2976 | 7005 | 4030 | 2976 |
Profit Streak | 120.5174 | 120.5174 | 123.5174 | 120.5174 | 120.5174 | 123.5174 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -210322 | -147380 | -313137 | -192201 | 638424 | -579124 |
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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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