Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1069521.9337 | 860349.6856 | 209172.2481 | 56572941.0905 | 63247836.8386 | -6674895.7482 |
Total P&L (%) | 1069.5219 | 860.3497 | 209.1722 | 56572.9411 | 63247.8368 | -6674.8957 |
Avg Daily Profit (%) | 0.4276 | 0.344 | 0.0836 | 0.2538 | 0.2583 | 0 |
Buy And Hold Return (%) | 895.012 | 895.012 | 895.012 | 895.012 | 895.012 | 895.012 |
Max Trade Drawdown | -93987 | -35207 | -72378 | -26837876 | -6909285 | -25587375 |
Profit Factor | 4.6011 | 7.7256 | 2.2372 | 1.9208 | 4.4719 | 0.8456 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 62.5 | 66.6667 | 58.3333 | 62.5 | 66.6667 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.7607 | 3.8628 | 1.598 | 1.1525 | 2.2359 | 0.604 |
Largest Winning Trade | 291072 | 291072 | 45520 | 30291198 | 30291198 | 5703858 |
Largest Losing Trade | -70793 | -23193 | -70793 | -24494079 | -4887130 | -24494079 |
Avg Bars in Trades | 63 | 75 | 51 | 63 | 75 | 51 |
Avg Bars in Winners | 65 | 68 | 63 | 65 | 68 | 63 |
Avg Bars in Losers | 60 | 90 | 36 | 60 | 90 | 36 |
Bars Traded | 4587 | 2720 | 1867 | 4587 | 2720 | 1867 |
Profit Streak | 75.0539 | 112.5539 | 0 | 75.0539 | 112.5539 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168952 | -145259 | -241734 | -70287 | 671932 | -579699 |
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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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