Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 687696.1161 | 667023.7547 | 20672.3614 | 1580497.4816 | 4251214.1927 | -2670716.7111 |
Total P&L (%) | 687.6961 | 667.0238 | 20.6724 | 1580.4975 | 4251.2142 | -2670.7167 |
Avg Daily Profit (%) | 0.275 | 0.2668 | 0.0083 | 0.1129 | 0.151 | 0 |
Buy And Hold Return (%) | 847.0841 | 847.0841 | 847.0841 | 847.0841 | 847.0841 | 847.0841 |
Max Trade Drawdown | -202651 | -100066 | -148322 | -12910265 | -7523155 | -6897167 |
Profit Factor | 2.2211 | 4.2807 | 1.0574 | 1.0778 | 1.4885 | 0.77 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 50.6494 | 53.8462 | 47.3684 | 50.6494 | 53.8462 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.1641 | 3.6692 | 1.1749 | 1.0502 | 1.2759 | 0.8556 |
Largest Winning Trade | 218804 | 218804 | 65667 | 5826401 | 5826401 | 2394758 |
Largest Losing Trade | -49591 | -33661 | -49591 | -3737197 | -3737197 | -3135182 |
Avg Bars in Trades | 61 | 63 | 59 | 61 | 63 | 59 |
Avg Bars in Winners | 70 | 71 | 69 | 70 | 71 | 69 |
Avg Bars in Losers | 52 | 55 | 49 | 52 | 55 | 49 |
Bars Traded | 4735 | 2492 | 2243 | 4735 | 2492 | 2243 |
Profit Streak | 74.5518 | 159.5518 | 0 | 74.5518 | 159.5518 | 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 | -198507 | -148417 | -505910 | -230207 | 324664 | -581788 |
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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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