Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2056586.72 | 1975904.7096 | 80682.0105 | 1946015.1272 | -21937702.9999 | 23883718.1272 |
Total P&L (%) | 2056.5867 | 1975.9047 | 80.682 | 1946.0151 | -21937.703 | 23883.7181 |
Avg Daily Profit (%) | 1.1484 | 1.1033 | 0.0451 | 0.1687 | 0 | 0.3065 |
Buy And Hold Return (%) | 341.7917 | 341.7917 | 341.7917 | 341.7917 | 341.7917 | 341.7917 |
Max Trade Drawdown | -218216 | -204995 | -95789 | -37687840 | -44197958 | -17017375 |
Profit Factor | 4.8741 | 6.3997 | 1.4892 | 1.0236 | 0.6371 | 2.0824 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 32 | 11 | 21 | 32 | 11 | 21 |
Losing Trades | 41 | 25 | 16 | 41 | 25 | 16 |
Profitability (%) | 43.8356 | 30.5556 | 56.7568 | 43.8356 | 30.5556 | 56.7568 |
Ratio Avg Win / Avg Loss | 6.245 | 14.5447 | 1.1346 | 1.3115 | 1.448 | 1.5866 |
Largest Winning Trade | 1497294 | 1497294 | 37958 | 10392009 | 10328739 | 10392009 |
Largest Losing Trade | -35801 | -35801 | -29842 | -11543984 | -11543984 | -9774513 |
Avg Bars in Trades | 138 | 218 | 60 | 138 | 218 | 60 |
Avg Bars in Winners | 177 | 392 | 64 | 177 | 392 | 64 |
Avg Bars in Losers | 107 | 141 | 55 | 107 | 141 | 55 |
Bars Traded | 10094 | 7852 | 2242 | 10094 | 7852 | 2242 |
Profit Streak | 81.5996 | 90.9329 | 81.5996 | 81.5996 | 90.9329 | 81.5996 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57196 | 509033 | -295833 | -265399 | -586116 | 516465 |
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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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