Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932273.3429 | 759258.8728 | 173014.4701 | 28422376.8218 | 32852685.8532 | -4430309.0314 |
Total P&L (%) | 932.2733 | 759.2589 | 173.0145 | 28422.3768 | 32852.6859 | -4430.309 |
Avg Daily Profit (%) | 0.3727 | 0.3035 | 0.0692 | 0.2263 | 0.2321 | 0 |
Buy And Hold Return (%) | 810.087 | 810.087 | 810.087 | 810.087 | 810.087 | 810.087 |
Max Trade Drawdown | -107281 | -65752 | -108270 | -14635437 | -1088384 | -14635437 |
Profit Factor | 3.4164 | 6.8218 | 1.6774 | 2.4632 | 24.8194 | 0.7545 |
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 | 2.0353 | 2.8862 | 1.3579 | 1.4674 | 10.5005 | 0.6108 |
Largest Winning Trade | 175053 | 175053 | 65259 | 14887194 | 14887194 | 4058948 |
Largest Losing Trade | -61222 | -46003 | -61222 | -14635437 | -723534 | -14635437 |
Avg Bars in Trades | 94 | 102 | 86 | 94 | 102 | 86 |
Avg Bars in Winners | 113 | 98 | 132 | 113 | 98 | 132 |
Avg Bars in Losers | 62 | 111 | 30 | 62 | 111 | 30 |
Bars Traded | 7080 | 3786 | 3295 | 7080 | 3786 | 3295 |
Profit Streak | 71.0089 | 560.6756 | 71.0089 | 71.0089 | 560.6756 | 71.0089 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161195 | -144308 | -263038 | -46544 | 750887 | -579524 |
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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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