Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407629.7493 | 452441.1254 | -44811.3761 | -26710316.8633 | 6735766.4535 | -33446083.3168 |
Total P&L (%) | 407.6297 | 452.4411 | -44.8114 | -26710.3169 | 6735.7665 | -33446.0833 |
Avg Daily Profit (%) | 0.163 | 0.1809 | -0.0179 | 0 | 0.1691 | 0 |
Buy And Hold Return (%) | 872.7482 | 872.7482 | 872.7482 | 872.7482 | 872.7482 | 872.7482 |
Max Trade Drawdown | -267491 | -80811 | -267491 | -41288745 | -1653833 | -39634912 |
Profit Factor | 1.8456 | 4.8579 | 0.8771 | 0.3877 | 2.9215 | 0.1663 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 53 | 28 | 25 | 52 | 27 | 25 |
Losing Trades | 19 | 8 | 11 | 20 | 9 | 11 |
Profitability (%) | 73.6111 | 77.7778 | 69.4444 | 72.2222 | 75 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.6616 | 1.388 | 0.3859 | 0.1491 | 0.9738 | 0.0732 |
Largest Winning Trade | 86453 | 86453 | 39168 | 2077241 | 2077241 | 1385304 |
Largest Losing Trade | -267491 | -49809 | -267491 | -38765575 | -1653833 | -38765575 |
Avg Bars in Trades | 63 | 62 | 64 | 63 | 62 | 64 |
Avg Bars in Winners | 48 | 55 | 41 | 45 | 49 | 41 |
Avg Bars in Losers | 104 | 88 | 115 | 108 | 101 | 115 |
Bars Traded | 4562 | 2252 | 2310 | 4562 | 2252 | 2310 |
Profit Streak | 93.6789 | 97.6789 | 0 | 0 | 0 | 101.1789 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -237628 | -147581 | -578259 | -661397 | 497269 | -577699 |
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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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