Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851721.3696 | 732082.5695 | 119638.8001 | 8762188.2849 | 23196407.5639 | -14434219.2791 |
Total P&L (%) | 851.7214 | 732.0826 | 119.6388 | 8762.1883 | 23196.4076 | -14434.2193 |
Avg Daily Profit (%) | 0.3407 | 0.2928 | 0.0479 | 0.1795 | 0.2183 | 0 |
Buy And Hold Return (%) | 787.477 | 787.477 | 787.477 | 787.477 | 787.477 | 787.477 |
Max Trade Drawdown | -103301 | -77973 | -90350 | -19525360 | -1148844 | -18815555 |
Profit Factor | 3.0247 | 5.5306 | 1.4618 | 1.3489 | 8.4763 | 0.3442 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 66.2162 | 70.2703 | 62.1622 | 66.2162 | 70.2703 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.5432 | 2.3399 | 0.8898 | 0.6882 | 3.5861 | 0.2095 |
Largest Winning Trade | 160717 | 160717 | 66631 | 14600557 | 14600557 | 1435159 |
Largest Losing Trade | -72407 | -47283 | -72407 | -17603545 | -944192 | -17603545 |
Avg Bars in Trades | 61 | 69 | 54 | 61 | 69 | 54 |
Avg Bars in Winners | 75 | 70 | 79 | 75 | 70 | 79 |
Avg Bars in Losers | 36 | 67 | 11 | 36 | 67 | 11 |
Bars Traded | 4586 | 2588 | 1998 | 4586 | 2588 | 1998 |
Profit Streak | 277.1761 | 277.1761 | 279.1761 | 277.1761 | 277.1761 | 279.1761 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190404 | -145160 | -292819 | -58447 | 731680 | -578226 |
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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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