Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678812.271 | 621680.1557 | 57132.1153 | 770635.9675 | 4797679.8173 | -4027043.8498 |
Total P&L (%) | 678.8123 | 621.6802 | 57.1321 | 770.636 | 4797.6798 | -4027.0439 |
Avg Daily Profit (%) | 0.2715 | 0.2486 | 0.0228 | 0.0866 | 0.1557 | 0 |
Buy And Hold Return (%) | 851.0469 | 851.0469 | 851.0469 | 851.0469 | 851.0469 | 851.0469 |
Max Trade Drawdown | -91950 | -71562 | -113289 | -4326225 | -689074 | -4463905 |
Profit Factor | 2.4809 | 5.3992 | 1.1802 | 1.105 | 4.8812 | 0.3405 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 66.6667 | 69.4444 | 63.8889 | 66.6667 | 69.4444 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.2405 | 2.3757 | 0.6671 | 0.5525 | 2.1477 | 0.1925 |
Largest Winning Trade | 166791 | 166791 | 58118 | 2993338 | 2993338 | 231540 |
Largest Losing Trade | -90355 | -48919 | -90355 | -4326225 | -428580 | -4326225 |
Avg Bars in Trades | 63 | 72 | 54 | 63 | 72 | 54 |
Avg Bars in Winners | 69 | 62 | 77 | 69 | 62 | 77 |
Avg Bars in Losers | 52 | 96 | 15 | 52 | 96 | 15 |
Bars Traded | 4587 | 2612 | 1975 | 4587 | 2612 | 1975 |
Profit Streak | 67.6174 | 527.1174 | 0 | 67.6174 | 527.1174 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -234292 | -145331 | -350295 | -430251 | 661110 | -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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