Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 747768.0636 | 593695.1 | 154072.9636 | 6885433.2347 | 4781895.1005 | 2103538.1342 |
Total P&L (%) | 747.7681 | 593.6951 | 154.073 | 6885.4332 | 4781.8951 | 2103.5381 |
Avg Daily Profit (%) | 0.4069 | 0.3231 | 0.0838 | 0.2313 | 0.2118 | 0.1684 |
Buy And Hold Return (%) | 147.1936 | 147.1936 | 147.1936 | 147.1936 | 147.1936 | 147.1936 |
Max Trade Drawdown | -89953 | -58708 | -47792 | -2345686 | -1378116 | -976985 |
Profit Factor | 3.7338 | 4.9255 | 2.2599 | 2.5929 | 2.86 | 2.2009 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 26 | 17 | 9 | 26 | 17 | 9 |
Profitability (%) | 58.7302 | 46.875 | 70.9677 | 58.7302 | 46.875 | 70.9677 |
Ratio Avg Win / Avg Loss | 2.6237 | 5.5822 | 0.9245 | 1.822 | 3.2413 | 0.9004 |
Largest Winning Trade | 347431 | 347431 | 47992 | 2023006 | 2023006 | 1820608 |
Largest Losing Trade | -43910 | -43910 | -29687 | -976985 | -947668 | -976985 |
Avg Bars in Trades | 110 | 103 | 118 | 110 | 103 | 118 |
Avg Bars in Winners | 134 | 132 | 135 | 134 | 132 | 135 |
Avg Bars in Losers | 77 | 78 | 76 | 77 | 78 | 76 |
Bars Traded | 6984 | 3314 | 3670 | 6984 | 3314 | 3670 |
Profit Streak | 82.0409 | 94.0409 | 0 | 82.0409 | 94.0409 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -133917 | 502158 | -228057 | -136060 | 464753 | 426822 |
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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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