Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893330.5767 | 792279.5667 | 101051.01 | 7865815.6621 | 25442551.1907 | -17576735.5286 |
Total P&L (%) | 893.3306 | 792.2796 | 101.051 | 7865.8157 | 25442.5512 | -17576.7355 |
Avg Daily Profit (%) | 0.3572 | 0.3168 | 0.0404 | 0.1752 | 0.2219 | 0 |
Buy And Hold Return (%) | 873.949 | 873.949 | 873.949 | 873.949 | 873.949 | 873.949 |
Max Trade Drawdown | -101537 | -54866 | -156411 | -20801921 | -8569351 | -30882163 |
Profit Factor | 2.8343 | 5.2671 | 1.3353 | 1.1382 | 2.5337 | 0.564 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 54.1667 | 52.7778 | 55.5556 | 54.1667 | 52.7778 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.3983 | 4.7127 | 1.0683 | 0.9631 | 2.267 | 0.4512 |
Largest Winning Trade | 152212 | 152212 | 64864 | 10860745 | 10860745 | 4284477 |
Largest Losing Trade | -67467 | -27466 | -67467 | -16757443 | -4340405 | -16757443 |
Avg Bars in Trades | 98 | 129 | 67 | 98 | 129 | 67 |
Avg Bars in Winners | 116 | 138 | 95 | 116 | 138 | 95 |
Avg Bars in Losers | 77 | 119 | 32 | 77 | 119 | 32 |
Bars Traded | 7100 | 4674 | 2426 | 7100 | 4674 | 2426 |
Profit Streak | 108.6836 | 108.6836 | 239.0169 | 108.6836 | 108.6836 | 239.0169 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -226088 | -147830 | -302713 | -144315 | 503101 | -579087 |
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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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