Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 996955.0668 | 819674.5525 | 177280.5142 | 29671416.43 | 30072009.0519 | -400592.622 |
Total P&L (%) | 996.9551 | 819.6746 | 177.2805 | 29671.4164 | 30072.0091 | -400.5926 |
Avg Daily Profit (%) | 0.3987 | 0.3278 | 0.0709 | 0.2281 | 0.2286 | 0 |
Buy And Hold Return (%) | 986.4965 | 986.4965 | 986.4965 | 986.4965 | 986.4965 | 986.4965 |
Max Trade Drawdown | -95822 | -67474 | -101813 | -3394264 | -1600683 | -3394264 |
Profit Factor | 3.7784 | 6.8994 | 1.8062 | 3.5371 | 11.0989 | 0.954 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 62.8205 | 66.6667 | 58.9744 | 62.8205 | 66.6667 | 58.9744 |
Ratio Avg Win / Avg Loss | 2.2362 | 3.4497 | 1.2565 | 2.0934 | 5.5494 | 0.6637 |
Largest Winning Trade | 358808 | 358808 | 48830 | 14630380 | 14630380 | 1719529 |
Largest Losing Trade | -67495 | -40710 | -67495 | -3394264 | -902758 | -3394264 |
Avg Bars in Trades | 58 | 66 | 51 | 58 | 66 | 51 |
Avg Bars in Winners | 71 | 67 | 76 | 71 | 67 | 76 |
Avg Bars in Losers | 37 | 64 | 15 | 37 | 64 | 15 |
Bars Traded | 4593 | 2588 | 2005 | 4593 | 2588 | 2005 |
Profit Streak | 58.5471 | 435.5471 | 0 | 58.5471 | 435.5471 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182121 | -144563 | -260554 | -21277 | 733200 | -579594 |
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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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