Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834257.7561 | 781682.9944 | 52574.7617 | 3869627.0936 | 8932743.418 | -5063116.3244 |
Total P&L (%) | 834.2578 | 781.683 | 52.5748 | 3869.6271 | 8932.7434 | -5063.1163 |
Avg Daily Profit (%) | 0.3336 | 0.3126 | 0.021 | 0.1473 | 0.1803 | 0 |
Buy And Hold Return (%) | 841.426 | 841.426 | 841.426 | 841.426 | 841.426 | 841.426 |
Max Trade Drawdown | -120624 | -64339 | -104248 | -8421312 | -3183243 | -7136432 |
Profit Factor | 2.825 | 5.1716 | 1.1949 | 1.2156 | 2.1884 | 0.5144 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 49.2308 | 54.5455 | 43.75 | 49.2308 | 54.5455 | 43.75 |
Ratio Avg Win / Avg Loss | 2.9133 | 4.3096 | 1.5363 | 1.2536 | 1.8236 | 0.6614 |
Largest Winning Trade | 305174 | 305174 | 60365 | 8369426 | 8369426 | 1356253 |
Largest Losing Trade | -45418 | -28021 | -45418 | -4283968 | -1520767 | -4283968 |
Avg Bars in Trades | 72 | 77 | 68 | 72 | 77 | 68 |
Avg Bars in Winners | 85 | 84 | 86 | 85 | 84 | 86 |
Avg Bars in Losers | 60 | 67 | 54 | 60 | 67 | 54 |
Bars Traded | 4728 | 2544 | 2184 | 4728 | 2544 | 2184 |
Profit Streak | 66.8505 | 99.8505 | 0 | 66.8505 | 99.8505 | 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 | -286945 | -147732 | -338025 | -133812 | 473664 | -583240 |
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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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