Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 822738.4202 | 712014.9857 | 110723.4346 | 7990683.3202 | 15409348.4432 | -7418665.123 |
Total P&L (%) | 822.7384 | 712.015 | 110.7234 | 7990.6833 | 15409.3484 | -7418.6651 |
Avg Daily Profit (%) | 0.329 | 0.2847 | 0.0443 | 0.1759 | 0.2019 | 0 |
Buy And Hold Return (%) | 963.7996 | 963.7996 | 963.7996 | 963.7996 | 963.7996 | 963.7996 |
Max Trade Drawdown | -83619 | -69978 | -75882 | -9684433 | -2504603 | -9616409 |
Profit Factor | 2.9377 | 4.8721 | 1.46 | 1.3845 | 3.5708 | 0.4983 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 67.1053 | 65.7895 | 68.4211 | 67.1053 | 65.7895 | 68.4211 |
Ratio Avg Win / Avg Loss | 1.4401 | 2.5335 | 0.6738 | 0.6787 | 1.8568 | 0.23 |
Largest Winning Trade | 163843 | 163843 | 54733 | 8709219 | 8709219 | 703143 |
Largest Losing Trade | -63261 | -50305 | -63261 | -8474284 | -1686330 | -8474284 |
Avg Bars in Trades | 60 | 71 | 49 | 60 | 71 | 49 |
Avg Bars in Winners | 60 | 63 | 56 | 60 | 63 | 56 |
Avg Bars in Losers | 61 | 86 | 33 | 61 | 86 | 33 |
Bars Traded | 4587 | 2715 | 1872 | 4587 | 2715 | 1872 |
Profit Streak | 118.27 | 118.27 | 206.77 | 118.27 | 118.27 | 206.77 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -202462 | -146690 | -297154 | -43559 | 627308 | -577784 |
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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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