Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 928367.2103 | 805561.9568 | 122805.2535 | 11236360.2074 | 12228987.1091 | -992626.9017 |
Total P&L (%) | 928.3672 | 805.562 | 122.8053 | 11236.3602 | 12228.9871 | -992.6269 |
Avg Daily Profit (%) | 0.3713 | 0.3222 | 0.0491 | 0.1894 | 0.1927 | 0 |
Buy And Hold Return (%) | 738.8686 | 738.8686 | 738.8686 | 738.8686 | 738.8686 | 738.8686 |
Max Trade Drawdown | -73496 | -61795 | -45897 | -5186404 | -2939674 | -2939059 |
Profit Factor | 3.2051 | 5.5055 | 1.507 | 2.1196 | 3.4012 | 0.7992 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 61.039 | 63.1579 | 58.9744 | 61.039 | 63.1579 | 58.9744 |
Ratio Avg Win / Avg Loss | 2.0458 | 3.2115 | 1.0483 | 1.3529 | 1.984 | 0.556 |
Largest Winning Trade | 401233 | 401233 | 46034 | 10304460 | 10304460 | 490752 |
Largest Losing Trade | -45343 | -24650 | -45343 | -1908035 | -1534639 | -1908035 |
Avg Bars in Trades | 62 | 68 | 57 | 62 | 68 | 57 |
Avg Bars in Winners | 74 | 76 | 73 | 74 | 76 | 73 |
Avg Bars in Losers | 44 | 53 | 35 | 44 | 53 | 35 |
Bars Traded | 4845 | 2589 | 2256 | 4845 | 2589 | 2256 |
Profit Streak | 149.161 | 159.661 | 149.161 | 149.161 | 159.661 | 149.161 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113545 | -117764 | -289605 | -32319 | 617894 | -578631 |
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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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