Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 784257.4988 | 711513.8167 | 72743.6822 | 3439247.3786 | 8825284.8248 | -5386037.4462 |
Total P&L (%) | 784.2575 | 711.5138 | 72.7437 | 3439.2474 | 8825.2848 | -5386.0374 |
Avg Daily Profit (%) | 0.3136 | 0.2845 | 0.0291 | 0.1427 | 0.1798 | 0 |
Buy And Hold Return (%) | 749.2599 | 749.2599 | 749.2599 | 749.2599 | 749.2599 | 749.2599 |
Max Trade Drawdown | -101089 | -40948 | -122135 | -6789739 | -2004839 | -9346604 |
Profit Factor | 2.7198 | 4.688 | 1.2765 | 1.191 | 2.4918 | 0.5545 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 50.6849 | 52.7778 | 48.6486 | 50.6849 | 52.7778 | 48.6486 |
Ratio Avg Win / Avg Loss | 2.6463 | 4.1946 | 1.3474 | 1.1588 | 2.2295 | 0.5853 |
Largest Winning Trade | 302200 | 302200 | 48709 | 5275704 | 5275704 | 1477731 |
Largest Losing Trade | -67432 | -28240 | -67432 | -5755734 | -1291809 | -5755734 |
Avg Bars in Trades | 66 | 69 | 63 | 66 | 69 | 63 |
Avg Bars in Winners | 77 | 76 | 77 | 77 | 76 | 77 |
Avg Bars in Losers | 55 | 60 | 50 | 55 | 60 | 50 |
Bars Traded | 4853 | 2494 | 2359 | 4853 | 2494 | 2359 |
Profit Streak | 0 | 165.717 | 0 | 0 | 165.717 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -213236 | -148126 | -320374 | -90388 | 501803 | -581298 |
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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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