Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895362.8092 | 759362.7911 | 136000.0182 | 15308081.8409 | 17989542.3179 | -2681460.477 |
Total P&L (%) | 895.3628 | 759.3628 | 136 | 15308.0818 | 17989.5423 | -2681.4605 |
Avg Daily Profit (%) | 0.358 | 0.3037 | 0.0544 | 0.2016 | 0.2081 | 0 |
Buy And Hold Return (%) | 866.3254 | 866.3254 | 866.3254 | 866.3254 | 866.3254 | 866.3254 |
Max Trade Drawdown | -70704 | -80073 | -51686 | -6504340 | -3494702 | -3255518 |
Profit Factor | 3.1039 | 5.2829 | 1.5478 | 1.9698 | 3.5524 | 0.6931 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 59.375 | 60.4167 | 58.3333 | 59.375 | 60.4167 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.1237 | 3.4612 | 1.1055 | 1.3478 | 2.3274 | 0.495 |
Largest Winning Trade | 317569 | 317569 | 41760 | 12515538 | 12515538 | 1001511 |
Largest Losing Trade | -51686 | -34360 | -51686 | -2099852 | -2018505 | -2099852 |
Avg Bars in Trades | 72 | 78 | 67 | 72 | 78 | 67 |
Avg Bars in Winners | 79 | 76 | 82 | 79 | 76 | 82 |
Avg Bars in Losers | 63 | 79 | 47 | 63 | 79 | 47 |
Bars Traded | 6996 | 3747 | 3249 | 6996 | 3747 | 3249 |
Profit Streak | 75.3739 | 78.3739 | 0 | 75.3739 | 78.3739 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138001 | -146854 | -283303 | 457621 | 606133 | -579609 |
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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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