Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725563.9338 | 610203.2595 | 115360.6743 | 3071341.4271 | 15897390.0176 | -12826048.5905 |
Total P&L (%) | 725.5639 | 610.2033 | 115.3607 | 3071.3414 | 15897.39 | -12826.0486 |
Avg Daily Profit (%) | 0.2901 | 0.2439 | 0.0461 | 0.1383 | 0.2031 | 0 |
Buy And Hold Return (%) | 847.1689 | 847.1689 | 847.1689 | 847.1689 | 847.1689 | 847.1689 |
Max Trade Drawdown | -103999 | -56846 | -102838 | -14454012 | -1255086 | -16207060 |
Profit Factor | 2.9538 | 5.8552 | 1.4696 | 1.1432 | 7.6674 | 0.327 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.4769 | 2.9276 | 0.7348 | 0.5716 | 3.8337 | 0.1635 |
Largest Winning Trade | 105559 | 105559 | 50738 | 8065324 | 8065324 | 1389605 |
Largest Losing Trade | -90355 | -40595 | -90355 | -14246539 | -872983 | -14246539 |
Avg Bars in Trades | 63 | 75 | 52 | 63 | 75 | 52 |
Avg Bars in Winners | 67 | 65 | 69 | 67 | 65 | 69 |
Avg Bars in Losers | 56 | 95 | 18 | 56 | 95 | 18 |
Bars Traded | 4588 | 2714 | 1874 | 4588 | 2714 | 1874 |
Profit Streak | 77.4192 | 103.9192 | 0 | 77.4192 | 103.9192 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -233222 | -145826 | -295482 | -155992 | 709519 | -578619 |
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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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