Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347012.5572 | 243730.1299 | 103282.4273 | 204500.6678 | 2519493.0877 | -2314992.4199 |
Total P&L (%) | 347.0126 | 243.7301 | 103.2824 | 204.5007 | 2519.4931 | -2314.9924 |
Avg Daily Profit (%) | 0.1912 | 0.1343 | 0.0569 | 0.0614 | 0.1801 | 0 |
Buy And Hold Return (%) | 261.7091 | 261.7091 | 261.7091 | 261.7091 | 261.7091 | 261.7091 |
Max Trade Drawdown | -172302 | -61837 | -144700 | -3980739 | -1112307 | -4097129 |
Profit Factor | 1.916 | 2.9928 | 1.4026 | 1.0287 | 2.6586 | 0.5874 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 19 | 11 | 8 | 19 | 11 | 8 |
Profitability (%) | 69.8413 | 65.625 | 74.1935 | 69.8413 | 65.625 | 74.1935 |
Ratio Avg Win / Avg Loss | 0.8274 | 1.5677 | 0.4879 | 0.4442 | 1.3926 | 0.2043 |
Largest Winning Trade | 60514 | 60514 | 38582 | 962541 | 962541 | 675713 |
Largest Losing Trade | -84020 | -30351 | -84020 | -3549139 | -628515 | -3549139 |
Avg Bars in Trades | 104 | 108 | 101 | 104 | 108 | 101 |
Avg Bars in Winners | 82 | 86 | 78 | 82 | 86 | 78 |
Avg Bars in Losers | 157 | 152 | 164 | 157 | 152 | 164 |
Bars Traded | 6613 | 3481 | 3132 | 6613 | 3481 | 3132 |
Profit Streak | 20.8957 | 20.8957 | 36.3957 | 20.8957 | 20.8957 | 36.3957 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -202879 | -170720 | -279558 | -614290 | 535562 | -576691 |
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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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