Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828725.9892 | 776236.9741 | 52489.0151 | 3127358.5427 | 5913128.5241 | -2785769.9814 |
Total P&L (%) | 828.726 | 776.237 | 52.489 | 3127.3585 | 5913.1285 | -2785.77 |
Avg Daily Profit (%) | 0.3314 | 0.3104 | 0.021 | 0.139 | 0.164 | 0 |
Buy And Hold Return (%) | 759.3476 | 759.3476 | 759.3476 | 759.3476 | 759.3476 | 759.3476 |
Max Trade Drawdown | -136320 | -79415 | -95336 | -5897819 | -3438630 | -5326452 |
Profit Factor | 2.6361 | 4.7764 | 1.1744 | 1.244 | 2.0759 | 0.6195 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 52.0548 | 52.7778 | 51.3514 | 52.0548 | 52.7778 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.4279 | 4.2736 | 1.1126 | 1.1458 | 1.8574 | 0.5869 |
Largest Winning Trade | 308152 | 308152 | 57862 | 4663896 | 4663896 | 1303746 |
Largest Losing Trade | -48341 | -36279 | -48341 | -2673240 | -2481374 | -2673240 |
Avg Bars in Trades | 66 | 71 | 61 | 66 | 71 | 61 |
Avg Bars in Winners | 79 | 86 | 72 | 79 | 86 | 72 |
Avg Bars in Losers | 51 | 53 | 50 | 51 | 53 | 50 |
Bars Traded | 4850 | 2566 | 2284 | 4850 | 2566 | 2284 |
Profit Streak | 139.079 | 149.579 | 139.079 | 139.0791 | 149.5791 | 139.0791 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -197792 | -140924 | -358153 | -84007 | 467901 | -579636 |
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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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