Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840163.3836 | 722646.7616 | 117516.622 | 11315121.6098 | 16503782.9691 | -5188661.3593 |
Total P&L (%) | 840.1634 | 722.6468 | 117.5166 | 11315.1216 | 16503.783 | -5188.6614 |
Avg Daily Profit (%) | 0.336 | 0.289 | 0.047 | 0.1897 | 0.2047 | 0 |
Buy And Hold Return (%) | 861.0979 | 861.0979 | 861.0979 | 861.0979 | 861.0979 | 861.0979 |
Max Trade Drawdown | -90684 | -39777 | -95211 | -5916826 | -2929996 | -11091882 |
Profit Factor | 2.898 | 5.2885 | 1.4287 | 1.4572 | 2.934 | 0.68 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 46.6667 | 47.3684 | 45.9459 | 46.6667 | 47.3684 | 45.9459 |
Ratio Avg Win / Avg Loss | 3.312 | 5.8761 | 1.6808 | 1.6654 | 3.26 | 0.8 |
Largest Winning Trade | 166571 | 166571 | 51542 | 6920118 | 6920118 | 2387757 |
Largest Losing Trade | -61611 | -24421 | -61611 | -5728757 | -1677596 | -5728757 |
Avg Bars in Trades | 93 | 84 | 103 | 93 | 84 | 103 |
Avg Bars in Winners | 118 | 92 | 147 | 118 | 92 | 147 |
Avg Bars in Losers | 71 | 77 | 66 | 71 | 77 | 66 |
Bars Traded | 7036 | 3201 | 3835 | 7036 | 3201 | 3835 |
Profit Streak | 147.8458 | 156.1792 | 147.8458 | 147.8458 | 156.1792 | 147.8458 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -212266 | -149018 | -294933 | -51117 | 490834 | -581775 |
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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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