Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850784.2797 | 733544.663 | 117239.6167 | 10225815.987 | 12232769.5423 | -2006953.5553 |
Total P&L (%) | 850.7843 | 733.5447 | 117.2396 | 10225.816 | 12232.7695 | -2006.9536 |
Avg Daily Profit (%) | 0.3402 | 0.2934 | 0.0469 | 0.1856 | 0.1927 | 0 |
Buy And Hold Return (%) | 719.3049 | 719.3049 | 719.3049 | 719.3049 | 719.3049 | 719.3049 |
Max Trade Drawdown | -64159 | -47988 | -59489 | -4277578 | -1092207 | -5014920 |
Profit Factor | 3.0999 | 5.4636 | 1.4868 | 1.9281 | 4.0833 | 0.7153 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 58.3333 | 58.3333 | 58.3333 | 58.3333 | 58.3333 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.2142 | 3.9026 | 1.062 | 1.3772 | 2.9166 | 0.511 |
Largest Winning Trade | 330054 | 330054 | 48083 | 7873897 | 7873897 | 1031758 |
Largest Losing Trade | -51777 | -32491 | -51777 | -3189827 | -1087750 | -3189827 |
Avg Bars in Trades | 66 | 71 | 60 | 66 | 71 | 60 |
Avg Bars in Winners | 76 | 79 | 74 | 76 | 79 | 74 |
Avg Bars in Losers | 51 | 61 | 40 | 51 | 61 | 40 |
Bars Traded | 4760 | 2591 | 2169 | 4760 | 2591 | 2169 |
Profit Streak | 217.9173 | 217.9173 | 225.4173 | 217.9173 | 217.9173 | 225.4173 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174788 | -140595 | -292791 | -70571 | 617439 | -578726 |
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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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