Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 878393.1564 | 777195.9532 | 101197.2032 | 6317394.1834 | 8862137.1452 | -2544742.9618 |
Total P&L (%) | 878.3932 | 777.196 | 101.1972 | 6317.3942 | 8862.1371 | -2544.743 |
Avg Daily Profit (%) | 0.3511 | 0.3106 | 0.0404 | 0.1665 | 0.1798 | 0 |
Buy And Hold Return (%) | 799.657 | 799.657 | 799.657 | 799.657 | 799.657 | 799.657 |
Max Trade Drawdown | -131081 | -50365 | -111094 | -7823819 | -3133149 | -7953260 |
Profit Factor | 3.2781 | 6.0366 | 1.4376 | 1.3925 | 2.5821 | 0.7575 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 46.5753 | 44.4444 | 48.6486 | 46.5753 | 44.4444 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.7602 | 7.5457 | 1.5175 | 1.5973 | 3.2276 | 0.7995 |
Largest Winning Trade | 332246 | 332246 | 55328 | 4625285 | 4625285 | 2439156 |
Largest Losing Trade | -69728 | -23157 | -69728 | -4164994 | -1488920 | -4164994 |
Avg Bars in Trades | 64 | 76 | 51 | 64 | 76 | 51 |
Avg Bars in Winners | 84 | 97 | 72 | 84 | 97 | 72 |
Avg Bars in Losers | 46 | 60 | 32 | 46 | 60 | 32 |
Bars Traded | 4679 | 2764 | 1915 | 4679 | 2764 | 1915 |
Profit Streak | 83.3421 | 120.8421 | 83.3421 | 83.3421 | 120.8421 | 83.3421 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -196196 | -149863 | -302581 | -67136 | 402891 | -580740 |
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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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