Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674249.885 | 629079.6643 | 45170.2207 | 2934161.5985 | 7722918.0027 | -4788756.4042 |
Total P&L (%) | 674.2499 | 629.0797 | 45.1702 | 2934.1616 | 7722.918 | -4788.7564 |
Avg Daily Profit (%) | 0.2697 | 0.2516 | 0.0181 | 0.1366 | 0.1745 | 0 |
Buy And Hold Return (%) | 718.5685 | 718.5685 | 718.5685 | 718.5685 | 718.5685 | 718.5685 |
Max Trade Drawdown | -113219 | -49233 | -157313 | -8833746 | -4213976 | -11169059 |
Profit Factor | 2.5863 | 5.6557 | 1.1558 | 1.1211 | 1.9115 | 0.6962 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 51.3889 | 55.5556 | 47.2222 | 51.3889 | 55.5556 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.4465 | 4.5246 | 1.2918 | 1.0605 | 1.5292 | 0.7781 |
Largest Winning Trade | 184590 | 184590 | 61203 | 4071409 | 4071409 | 3434597 |
Largest Losing Trade | -50627 | -20955 | -50627 | -3371488 | -1617119 | -3371488 |
Avg Bars in Trades | 95 | 93 | 97 | 95 | 93 | 97 |
Avg Bars in Winners | 110 | 104 | 117 | 110 | 104 | 117 |
Avg Bars in Losers | 79 | 79 | 80 | 79 | 79 | 80 |
Bars Traded | 6885 | 3365 | 3520 | 6885 | 3365 | 3520 |
Profit Streak | 62.101 | 97.7677 | 0 | 62.101 | 97.7677 | 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 | -235250 | -147745 | -384732 | -182832 | 458180 | -581860 |
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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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