Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756254.3424 | 664754.2576 | 91500.0847 | 2630309.1736 | 10370728.5219 | -7740419.3482 |
Total P&L (%) | 756.2543 | 664.7543 | 91.5001 | 2630.3092 | 10370.7285 | -7740.4193 |
Avg Daily Profit (%) | 0.3024 | 0.2658 | 0.0366 | 0.1323 | 0.1861 | 0 |
Buy And Hold Return (%) | 900.3621 | 900.3621 | 900.3621 | 900.3621 | 900.3621 | 900.3621 |
Max Trade Drawdown | -91950 | -61083 | -113289 | -8547322 | -1228026 | -8614635 |
Profit Factor | 2.6966 | 6.1149 | 1.2898 | 1.1797 | 5.403 | 0.3697 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Losing Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Profitability (%) | 69.4444 | 75 | 63.8889 | 69.4444 | 75 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.1865 | 2.0383 | 0.729 | 0.5191 | 1.801 | 0.209 |
Largest Winning Trade | 175278 | 175278 | 57070 | 6441436 | 6441436 | 577253 |
Largest Losing Trade | -84489 | -45724 | -84489 | -8547322 | -832290 | -8547322 |
Avg Bars in Trades | 63 | 73 | 54 | 63 | 73 | 54 |
Avg Bars in Winners | 70 | 62 | 80 | 70 | 62 | 80 |
Avg Bars in Losers | 47 | 105 | 8 | 47 | 105 | 8 |
Bars Traded | 4587 | 2635 | 1952 | 4587 | 2635 | 1952 |
Profit Streak | 62.0254 | 521.5254 | 0 | 62.0254 | 521.5254 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -233251 | -144006 | -309651 | -124083 | 743499 | -578979 |
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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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