Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803760.4027 | 717361.4865 | 86398.9161 | 6012102.2605 | 16475220.4177 | -10463118.1572 |
Total P&L (%) | 803.7604 | 717.3615 | 86.3989 | 6012.1023 | 16475.2204 | -10463.1182 |
Avg Daily Profit (%) | 0.3214 | 0.2869 | 0.0346 | 0.1646 | 0.2046 | 0 |
Buy And Hold Return (%) | 851.077 | 851.077 | 851.077 | 851.077 | 851.077 | 851.077 |
Max Trade Drawdown | -87060 | -51460 | -146611 | -12155645 | -4212779 | -18211510 |
Profit Factor | 2.7445 | 5.0042 | 1.3068 | 1.1785 | 2.708 | 0.5647 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.7445 | 5.0042 | 1.3068 | 1.1785 | 2.708 | 0.5647 |
Largest Winning Trade | 154579 | 154579 | 62369 | 6490493 | 6490493 | 2559309 |
Largest Losing Trade | -70615 | -25752 | -70615 | -11195697 | -1897406 | -11195697 |
Avg Bars in Trades | 98 | 129 | 67 | 98 | 129 | 67 |
Avg Bars in Winners | 116 | 141 | 91 | 116 | 141 | 91 |
Avg Bars in Losers | 80 | 116 | 44 | 80 | 116 | 44 |
Bars Traded | 7101 | 4656 | 2445 | 7101 | 4656 | 2445 |
Profit Streak | 107.7681 | 107.7681 | 238.4348 | 107.7681 | 107.7681 | 238.4348 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -234284 | -148639 | -311421 | -99267 | 496909 | -579807 |
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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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