Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880108.5408 | 738531.3262 | 141577.2147 | 2651435.4425 | 39576792.7255 | -36925357.283 |
Total P&L (%) | 880.1085 | 738.5313 | 141.5772 | 2651.4354 | 39576.7927 | -36925.3573 |
Avg Daily Profit (%) | 0.352 | 0.2954 | 0.0566 | 0.1327 | 0.2396 | 0 |
Buy And Hold Return (%) | 942.3065 | 942.3065 | 942.3065 | 942.3065 | 942.3065 | 942.3065 |
Max Trade Drawdown | -164713 | -76170 | -143429 | -44621782 | -2010782 | -44919533 |
Profit Factor | 3.084 | 5.3203 | 1.5632 | 1.0498 | 9.8012 | 0.2424 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 73.2394 | 68.5714 | 77.7778 | 73.2394 | 68.5714 | 77.7778 |
Ratio Avg Win / Avg Loss | 1.1269 | 2.4385 | 0.4466 | 0.3836 | 4.4922 | 0.0693 |
Largest Winning Trade | 172309 | 172309 | 60148 | 26737704 | 26737704 | 3001956 |
Largest Losing Trade | -92976 | -51558 | -92976 | -42715255 | -1456585 | -42715255 |
Avg Bars in Trades | 64 | 98 | 31 | 64 | 98 | 31 |
Avg Bars in Winners | 55 | 82 | 31 | 55 | 82 | 31 |
Avg Bars in Losers | 90 | 134 | 29 | 90 | 134 | 29 |
Bars Traded | 4578 | 3457 | 1121 | 4578 | 3457 | 1121 |
Profit Streak | 109.8885 | 109.8885 | 237.8885 | 109.8885 | 109.8885 | 237.8885 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -238293 | -145935 | -278111 | -272843 | 715113 | -575824 |
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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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