Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1689635.7057 | 1702492.2253 | -12856.5195 | 2363276.464 | 28744958.668 | -26381682.204 |
Total P&L (%) | 1689.6357 | 1702.4922 | -12.8565 | 2363.2765 | 28744.9587 | -26381.6822 |
Avg Daily Profit (%) | 0.8269 | 0.8332 | -0.0063 | 0.1569 | 0.2776 | 0 |
Buy And Hold Return (%) | 3137.963 | 3137.963 | 3137.963 | 3137.963 | 3137.963 | 3137.963 |
Max Trade Drawdown | -155895 | -65126 | -142706 | -23969133 | -9815969 | -28276630 |
Profit Factor | 3.069 | 5.694 | 0.9717 | 1.0339 | 2.1703 | 0.4163 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 51.8987 | 47.5 | 56.4103 | 51.8987 | 47.5 | 56.4103 |
Ratio Avg Win / Avg Loss | 2.8444 | 6.2934 | 0.7508 | 0.9582 | 2.3987 | 0.3217 |
Largest Winning Trade | 613921 | 613921 | 77865 | 16217486 | 16217486 | 6253548 |
Largest Losing Trade | -73054 | -64926 | -73054 | -19109583 | -7210714 | -19109583 |
Avg Bars in Trades | 75 | 70 | 80 | 75 | 70 | 80 |
Avg Bars in Winners | 97 | 98 | 96 | 97 | 98 | 96 |
Avg Bars in Losers | 52 | 45 | 60 | 52 | 45 | 60 |
Bars Traded | 5985 | 2827 | 3158 | 5985 | 2827 | 3158 |
Profit Streak | 321.3123 | 424.979 | 0 | 321.3123 | 424.979 | 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 | -177169 | -143884 | -579926 | -373479 | 476093 | -579926 |
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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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