Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 862346.341 | 760262.3991 | 102083.9419 | 8344479.8565 | 10362457.9517 | -2017978.0952 |
Total P&L (%) | 862.3463 | 760.2624 | 102.0839 | 8344.4799 | 10362.458 | -2017.9781 |
Avg Daily Profit (%) | 0.3449 | 0.3041 | 0.0408 | 0.1776 | 0.1862 | 0 |
Buy And Hold Return (%) | 827.5548 | 827.5548 | 827.5548 | 827.5548 | 827.5548 | 827.5548 |
Max Trade Drawdown | -76292 | -55420 | -74475 | -3583103 | -1584992 | -4687839 |
Profit Factor | 3.025 | 5.4831 | 1.3983 | 1.7537 | 3.4646 | 0.7062 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 55.4054 | 59.4595 | 51.3514 | 55.4054 | 59.4595 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.4347 | 3.7385 | 1.3247 | 1.4115 | 2.3622 | 0.669 |
Largest Winning Trade | 312444 | 312444 | 57242 | 6366877 | 6366877 | 1349930 |
Largest Losing Trade | -45696 | -36856 | -45696 | -3332654 | -1040483 | -3332654 |
Avg Bars in Trades | 93 | 97 | 88 | 93 | 97 | 88 |
Avg Bars in Winners | 111 | 106 | 116 | 111 | 106 | 116 |
Avg Bars in Losers | 70 | 84 | 58 | 70 | 84 | 58 |
Bars Traded | 6889 | 3613 | 3276 | 6889 | 3613 | 3276 |
Profit Streak | 165.5166 | 165.5166 | 176.1833 | 165.5166 | 165.5166 | 176.1833 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -204060 | -146502 | -302311 | -56356 | 602799 | -579627 |
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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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