Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 550714.3196 | 494672.6225 | 56041.6971 | 4602237.9496 | 4689627.9045 | -87389.955 |
Total P&L (%) | 550.7143 | 494.6726 | 56.0417 | 4602.238 | 4689.6279 | -87.39 |
Avg Daily Profit (%) | 0.2197 | 0.1973 | 0.0224 | 0.1537 | 0.1545 | -0.0826 |
Buy And Hold Return (%) | 1048.0251 | 1048.0251 | 1048.0251 | 1048.0251 | 1048.0251 | 1048.0251 |
Max Trade Drawdown | -48706 | -43918 | -18290 | -645124 | -588829 | -499654 |
Profit Factor | 5.1424 | 6.8647 | 2.1532 | 3.4719 | 5.7905 | 0.901 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Profitability (%) | 59.4203 | 67.6471 | 51.4286 | 59.4203 | 67.6471 | 51.4286 |
Ratio Avg Win / Avg Loss | 3.5119 | 3.2831 | 2.0335 | 2.371 | 2.7694 | 0.851 |
Largest Winning Trade | 174631 | 174631 | 39624 | 1407401 | 1407401 | 211984 |
Largest Losing Trade | -24369 | -24369 | -7362 | -368152 | -294205 | -368152 |
Avg Bars in Trades | 139 | 262 | 19 | 139 | 262 | 19 |
Avg Bars in Winners | 189 | 314 | 29 | 189 | 314 | 29 |
Avg Bars in Losers | 65 | 153 | 9 | 65 | 153 | 9 |
Bars Traded | 9619 | 8932 | 687 | 9619 | 8932 | 687 |
Profit Streak | 11.3558 | 0 | 29.3558 | 11.3558 | 0 | 29.3558 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -253816 | -147380 | -323686 | -91735 | 593759 | -579784 |
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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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