Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 963978.2958 | 822623.1463 | 141355.1495 | 20983271.9618 | 29077159.0604 | -8093887.0986 |
Total P&L (%) | 963.9783 | 822.6231 | 141.3552 | 20983.272 | 29077.1591 | -8093.8871 |
Avg Daily Profit (%) | 0.3855 | 0.329 | 0.0565 | 0.2142 | 0.2273 | 0 |
Buy And Hold Return (%) | 815.1854 | 815.1854 | 815.1854 | 815.1854 | 815.1854 | 815.1854 |
Max Trade Drawdown | -121516 | -53351 | -107497 | -27288130 | -14254815 | -22810759 |
Profit Factor | 3.2672 | 5.1446 | 1.6235 | 1.2819 | 1.7851 | 0.7836 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 55.8442 | 64.1026 | 47.3684 | 55.8442 | 64.1026 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.5834 | 2.881 | 1.8039 | 1.0136 | 0.9997 | 0.8706 |
Largest Winning Trade | 347602 | 347602 | 49163 | 29636946 | 29636946 | 5370170 |
Largest Losing Trade | -32709 | -31246 | -32709 | -12747730 | -12747730 | -7492393 |
Avg Bars in Trades | 92 | 97 | 86 | 92 | 97 | 86 |
Avg Bars in Winners | 117 | 104 | 136 | 117 | 104 | 136 |
Avg Bars in Losers | 60 | 85 | 42 | 60 | 85 | 42 |
Bars Traded | 7108 | 3808 | 3300 | 7108 | 3808 | 3300 |
Profit Streak | 74.9383 | 85.6049 | 0 | 74.9383 | 85.6049 | 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 | -137806 | -143490 | -281140 | -36551 | 406276 | -581788 |
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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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