Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884804.2321 | 792401.4397 | 92402.7924 | 6487611.2927 | 11889934.5104 | -5402323.2178 |
Total P&L (%) | 884.8042 | 792.4014 | 92.4028 | 6487.6113 | 11889.9345 | -5402.3232 |
Avg Daily Profit (%) | 0.3539 | 0.3169 | 0.037 | 0.1676 | 0.1916 | 0 |
Buy And Hold Return (%) | 965.2762 | 965.2762 | 965.2762 | 965.2762 | 965.2762 | 965.2762 |
Max Trade Drawdown | -101225 | -43537 | -79465 | -9830958 | -3321250 | -7742492 |
Profit Factor | 2.9163 | 5.0488 | 1.3474 | 1.3797 | 2.872 | 0.4968 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 50.6667 | 47.3684 | 54.0541 | 50.6667 | 47.3684 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.8396 | 5.6098 | 1.1453 | 1.3434 | 3.1911 | 0.4223 |
Largest Winning Trade | 330883 | 330883 | 53614 | 10739235 | 10739235 | 1008787 |
Largest Losing Trade | -46041 | -20701 | -46041 | -5776315 | -1442001 | -5776315 |
Avg Bars in Trades | 64 | 69 | 59 | 64 | 69 | 59 |
Avg Bars in Winners | 79 | 89 | 71 | 79 | 89 | 71 |
Avg Bars in Losers | 48 | 51 | 45 | 48 | 51 | 45 |
Bars Traded | 4833 | 2641 | 2192 | 4833 | 2641 | 2192 |
Profit Streak | 140.77 | 158.77 | 140.77 | 140.77 | 158.77 | 140.77 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -210696 | -148955 | -307836 | -51694 | 482533 | -579676 |
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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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