Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895476.3427 | 715521.9937 | 179954.349 | 25466472.35 | 27773836.8668 | -2307364.5168 |
Total P&L (%) | 895.4763 | 715.522 | 179.9543 | 25466.4724 | 27773.8369 | -2307.3645 |
Avg Daily Profit (%) | 0.3581 | 0.2862 | 0.072 | 0.222 | 0.2254 | 0 |
Buy And Hold Return (%) | 852.3629 | 852.3629 | 852.3629 | 852.3629 | 852.3629 | 852.3629 |
Max Trade Drawdown | -95942 | -86338 | -64572 | -8915406 | -1904292 | -8921915 |
Profit Factor | 3.534 | 5.318 | 1.9588 | 2.4912 | 7.4727 | 0.8196 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 67.5325 | 71.0526 | 64.1026 | 67.5325 | 71.0526 | 64.1026 |
Ratio Avg Win / Avg Loss | 1.699 | 2.1666 | 1.097 | 1.1977 | 3.0444 | 0.4589 |
Largest Winning Trade | 177724 | 177724 | 63155 | 13223649 | 13223649 | 3265466 |
Largest Losing Trade | -64572 | -48664 | -64572 | -6290695 | -1396024 | -6290695 |
Avg Bars in Trades | 89 | 103 | 76 | 89 | 103 | 76 |
Avg Bars in Winners | 108 | 103 | 114 | 108 | 103 | 114 |
Avg Bars in Losers | 49 | 103 | 8 | 49 | 103 | 8 |
Bars Traded | 6901 | 3923 | 2977 | 6901 | 3923 | 2977 |
Profit Streak | 289.5611 | 289.5611 | 293.5611 | 289.5611 | 289.5611 | 293.5611 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176268 | -145265 | -256815 | -30473 | 737776 | -577581 |
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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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