Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 957074.4158 | 845394.1907 | 111680.2251 | 8640343.4142 | 23049959.3896 | -14409615.9753 |
Total P&L (%) | 957.0744 | 845.3942 | 111.6802 | 8640.3434 | 23049.9594 | -14409.616 |
Avg Daily Profit (%) | 0.3828 | 0.3381 | 0.0447 | 0.1789 | 0.218 | 0 |
Buy And Hold Return (%) | 723.9278 | 723.9278 | 723.9278 | 723.9278 | 723.9278 | 723.9278 |
Max Trade Drawdown | -100627 | -74111 | -96506 | -17706327 | -3117742 | -18744593 |
Profit Factor | 3.2895 | 5.0116 | 1.5388 | 1.2587 | 3.6837 | 0.4193 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 60.8108 | 56.7568 | 64.8649 | 60.8108 | 56.7568 | 64.8649 |
Ratio Avg Win / Avg Loss | 2.1199 | 3.8184 | 0.8335 | 0.8111 | 2.8067 | 0.2271 |
Largest Winning Trade | 265755 | 265755 | 64266 | 15354028 | 15354028 | 2773595 |
Largest Losing Trade | -63057 | -54457 | -63057 | -14941245 | -2097944 | -14941245 |
Avg Bars in Trades | 65 | 76 | 53 | 65 | 76 | 53 |
Avg Bars in Winners | 59 | 61 | 56 | 59 | 61 | 56 |
Avg Bars in Losers | 74 | 96 | 47 | 74 | 96 | 47 |
Bars Traded | 4813 | 2838 | 1975 | 4813 | 2838 | 1975 |
Profit Streak | 103.1169 | 137.6169 | 103.1169 | 103.1169 | 137.6169 | 103.1169 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115833 | -95104 | -296663 | -60118 | 593008 | -578284 |
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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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