Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931593.9931 | 771084.2744 | 160509.7187 | 15897367.7482 | 27548723.0058 | -11651355.2576 |
Total P&L (%) | 931.594 | 771.0843 | 160.5097 | 15897.3677 | 27548.723 | -11651.3553 |
Avg Daily Profit (%) | 0.3726 | 0.3084 | 0.0642 | 0.2032 | 0.2251 | 0 |
Buy And Hold Return (%) | 803.299 | 803.299 | 803.299 | 803.299 | 803.299 | 803.299 |
Max Trade Drawdown | -84283 | -49287 | -84283 | -7314073 | -2023881 | -13376581 |
Profit Factor | 3.6941 | 6.6363 | 1.768 | 1.6101 | 8.7125 | 0.4818 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 72.0588 | 73.5294 | 70.5882 | 72.0588 | 73.5294 | 70.5882 |
Ratio Avg Win / Avg Loss | 1.4324 | 2.3891 | 0.7367 | 0.6243 | 3.1365 | 0.2008 |
Largest Winning Trade | 188079 | 188079 | 61684 | 14439049 | 14439049 | 1578283 |
Largest Losing Trade | -84283 | -42816 | -84283 | -5325698 | -1639129 | -5325698 |
Avg Bars in Trades | 67 | 80 | 54 | 67 | 80 | 54 |
Avg Bars in Winners | 78 | 86 | 71 | 78 | 86 | 71 |
Avg Bars in Losers | 37 | 62 | 15 | 37 | 62 | 15 |
Bars Traded | 4583 | 2725 | 1858 | 4583 | 2725 | 1858 |
Profit Streak | 55.9323 | 515.4323 | 0 | 55.9323 | 515.4323 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -210930 | -143830 | -269769 | -101743 | 764477 | -578126 |
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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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