Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948202.105 | 824076.3611 | 124125.7439 | 13550840.5589 | 17540611.3309 | -3989770.7721 |
Total P&L (%) | 948.2021 | 824.0764 | 124.1257 | 13550.8406 | 17540.6113 | -3989.7708 |
Avg Daily Profit (%) | 0.3792 | 0.3296 | 0.0496 | 0.1968 | 0.2071 | 0 |
Buy And Hold Return (%) | 832.0171 | 832.0171 | 832.0171 | 832.0171 | 832.0171 | 832.0171 |
Max Trade Drawdown | -73822 | -63643 | -52580 | -9173926 | -1586563 | -8018144 |
Profit Factor | 3.6372 | 5.5499 | 1.6957 | 2.0182 | 5.2624 | 0.566 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Losing Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Profitability (%) | 62.6667 | 70.2703 | 55.2632 | 62.6667 | 70.2703 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.1669 | 2.348 | 1.3727 | 1.2023 | 2.2264 | 0.4582 |
Largest Winning Trade | 309949 | 309949 | 43252 | 12587509 | 12587509 | 1408952 |
Largest Losing Trade | -60618 | -60618 | -46430 | -7730062 | -1535173 | -7730062 |
Avg Bars in Trades | 92 | 150 | 36 | 92 | 150 | 36 |
Avg Bars in Winners | 87 | 124 | 42 | 87 | 124 | 42 |
Avg Bars in Losers | 101 | 211 | 30 | 101 | 211 | 30 |
Bars Traded | 6968 | 5565 | 1403 | 6968 | 5565 | 1403 |
Profit Streak | 100.4405 | 100.4405 | 241.1072 | 100.4405 | 100.4405 | 241.1072 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163969 | -145240 | -288240 | -47266 | 694049 | -578728 |
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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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