Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813284.7115 | 737776.9369 | 75507.7746 | 4901995.5663 | 7859259.0419 | -2957263.4756 |
Total P&L (%) | 813.2847 | 737.7769 | 75.5078 | 4901.9956 | 7859.259 | -2957.2635 |
Avg Daily Profit (%) | 0.3253 | 0.2951 | 0.0302 | 0.1566 | 0.1752 | 0 |
Buy And Hold Return (%) | 869.955 | 869.955 | 869.955 | 869.955 | 869.955 | 869.955 |
Max Trade Drawdown | -102864 | -60595 | -72519 | -4017792 | -1204588 | -4432741 |
Profit Factor | 2.715 | 4.6795 | 1.2759 | 1.4617 | 3.1581 | 0.576 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 50.6667 | 55.2632 | 45.9459 | 50.6667 | 55.2632 | 45.9459 |
Ratio Avg Win / Avg Loss | 2.6436 | 3.7881 | 1.501 | 1.4232 | 2.5565 | 0.6777 |
Largest Winning Trade | 282937 | 282937 | 53313 | 5642129 | 5642129 | 870820 |
Largest Losing Trade | -46960 | -23562 | -46960 | -3207420 | -925937 | -3207420 |
Avg Bars in Trades | 94 | 93 | 95 | 94 | 93 | 95 |
Avg Bars in Winners | 132 | 127 | 138 | 132 | 127 | 138 |
Avg Bars in Losers | 55 | 51 | 58 | 55 | 51 | 58 |
Bars Traded | 7083 | 3560 | 3523 | 7083 | 3560 | 3523 |
Profit Streak | 75.8932 | 84.2266 | 0 | 75.8932 | 84.2266 | 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 | -212122 | -148114 | -318842 | -52804 | 544112 | -582349 |
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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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