Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1390337.7744 | 1207296.1474 | 183041.627 | 6395722.1917 | -175774.4486 | 6571496.6403 |
Total P&L (%) | 1390.3378 | 1207.2961 | 183.0416 | 6395.7222 | -175.7744 | 6571.4966 |
Avg Daily Profit (%) | 0.7458 | 0.6476 | 0.0982 | 0.2241 | 0 | 0.2256 |
Buy And Hold Return (%) | 19.1993 | 19.1993 | 19.1993 | 19.1993 | 19.1993 | 19.1993 |
Max Trade Drawdown | -109595 | -57020 | -64593 | -10687628 | -6326008 | -5112463 |
Profit Factor | 4.4706 | 6.6911 | 1.9712 | 1.2865 | 0.9855 | 1.6428 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 45.5882 | 44.1176 | 47.0588 | 45.5882 | 44.1176 | 47.0588 |
Ratio Avg Win / Avg Loss | 5.3359 | 8.4753 | 2.2176 | 1.5355 | 1.2483 | 1.8482 |
Largest Winning Trade | 816212 | 816212 | 66938 | 5209636 | 3301801 | 5209636 |
Largest Losing Trade | -37637 | -31966 | -37637 | -2961658 | -2300029 | -2961658 |
Avg Bars in Trades | 78 | 50 | 106 | 78 | 50 | 106 |
Avg Bars in Winners | 130 | 72 | 184 | 130 | 72 | 184 |
Avg Bars in Losers | 34 | 33 | 36 | 34 | 33 | 36 |
Bars Traded | 5325 | 1712 | 3613 | 5325 | 1712 | 3613 |
Profit Streak | 44.5723 | 0 | 47.239 | 44.5723 | 0 | 47.239 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94829 | 651119 | -58755 | -105581 | -581416 | 387565 |
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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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