Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623986.4633 | 613346.8979 | 10639.5654 | 169385.8479 | 4778209.7282 | -4608823.8804 |
Total P&L (%) | 623.9865 | 613.3469 | 10.6396 | 169.3858 | 4778.2097 | -4608.8239 |
Avg Daily Profit (%) | 0.2495 | 0.2453 | 0.0043 | 0.0396 | 0.1556 | 0 |
Buy And Hold Return (%) | 904.3536 | 904.3536 | 904.3536 | 904.3536 | 904.3536 | 904.3536 |
Max Trade Drawdown | -171409 | -72450 | -162273 | -3679214 | -215032 | -5430918 |
Profit Factor | 2.1018 | 5.0783 | 1.0256 | 1.0248 | 10.4652 | 0.271 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 59.4595 | 62.1622 | 56.7568 | 59.4595 | 62.1622 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.4331 | 3.0911 | 0.7814 | 0.6987 | 6.3701 | 0.2065 |
Largest Winning Trade | 170090 | 170090 | 62006 | 2037811 | 2037811 | 679069 |
Largest Losing Trade | -87526 | -42617 | -87526 | -3336532 | -130465 | -3336532 |
Avg Bars in Trades | 61 | 68 | 55 | 61 | 68 | 55 |
Avg Bars in Winners | 73 | 72 | 75 | 73 | 72 | 75 |
Avg Bars in Losers | 44 | 60 | 30 | 44 | 60 | 30 |
Bars Traded | 4587 | 2524 | 2063 | 4587 | 2524 | 2063 |
Profit Streak | 59.6373 | 115.6373 | 0 | 59.6373 | 115.6373 | 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 | -221144 | -146566 | -546085 | -567347 | 647158 | -579896 |
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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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