Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670368.5754 | 648343.4515 | 22025.1239 | 7059732.8694 | 7618059.2913 | -558326.4219 |
Total P&L (%) | 670.3686 | 648.3435 | 22.0251 | 7059.7329 | 7618.0593 | -558.3264 |
Avg Daily Profit (%) | 0.268 | 0.2592 | 0.0088 | 0.1709 | 0.1739 | 0 |
Buy And Hold Return (%) | 2875.237 | 2875.237 | 2875.237 | 2875.237 | 2875.237 | 2875.237 |
Max Trade Drawdown | -58979 | -30318 | -66654 | -2321164 | -1756240 | -2552488 |
Profit Factor | 2.7183 | 6.0493 | 1.0842 | 1.8082 | 3.1401 | 0.8921 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 43.9394 | 51.5152 | 36.3636 | 43.9394 | 51.5152 | 36.3636 |
Ratio Avg Win / Avg Loss | 3.4682 | 5.6935 | 1.8973 | 2.3071 | 2.9554 | 1.5612 |
Largest Winning Trade | 136449 | 136449 | 65465 | 2317099 | 2317099 | 1699334 |
Largest Losing Trade | -29704 | -29704 | -26103 | -1756240 | -1756240 | -1025742 |
Avg Bars in Trades | 71 | 76 | 66 | 71 | 76 | 66 |
Avg Bars in Winners | 112 | 111 | 113 | 112 | 111 | 113 |
Avg Bars in Losers | 39 | 38 | 39 | 39 | 38 | 39 |
Bars Traded | 4703 | 2510 | 2193 | 4703 | 2510 | 2193 |
Profit Streak | 77.8632 | 172.8632 | 0 | 77.8632 | 172.8632 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -282548 | -147565 | -479016 | -123210 | 415184 | -583328 |
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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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