Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817232.1761 | 728853.461 | 88378.7151 | 4611734.9454 | 8259044.6566 | -3647309.7112 |
Total P&L (%) | 817.2322 | 728.8535 | 88.3787 | 4611.7349 | 8259.0447 | -3647.3097 |
Avg Daily Profit (%) | 0.3268 | 0.2915 | 0.0353 | 0.1542 | 0.1772 | 0 |
Buy And Hold Return (%) | 810.6651 | 810.6651 | 810.6651 | 810.6651 | 810.6651 | 810.6651 |
Max Trade Drawdown | -82850 | -48575 | -74633 | -6551803 | -2567501 | -5259983 |
Profit Factor | 2.8327 | 4.9041 | 1.3409 | 1.4183 | 2.8999 | 0.4538 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 53.3333 | 52.6316 | 54.0541 | 53.3333 | 52.6316 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.4786 | 4.4137 | 1.1398 | 1.241 | 2.6099 | 0.3857 |
Largest Winning Trade | 360767 | 360767 | 47510 | 8239533 | 8239533 | 524663 |
Largest Losing Trade | -57972 | -28097 | -57972 | -3754382 | -1901900 | -3754382 |
Avg Bars in Trades | 64 | 66 | 61 | 64 | 66 | 61 |
Avg Bars in Winners | 69 | 68 | 71 | 69 | 68 | 71 |
Avg Bars in Losers | 57 | 64 | 49 | 57 | 64 | 49 |
Bars Traded | 4812 | 2536 | 2276 | 4812 | 2536 | 2276 |
Profit Streak | 64.6391 | 151.6391 | 0 | 64.6391 | 151.6391 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -209015 | -147527 | -310593 | -52707 | 543083 | -580247 |
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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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