Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 820176.0698 | 735663.8598 | 84512.21 | 6428252.1616 | 6705504.9448 | -277252.7832 |
Total P&L (%) | 820.1761 | 735.6639 | 84.5122 | 6428.2522 | 6705.5049 | -277.2528 |
Avg Daily Profit (%) | 0.3279 | 0.2941 | 0.0338 | 0.1672 | 0.1689 | 0 |
Buy And Hold Return (%) | 850.4871 | 850.4871 | 850.4871 | 850.4871 | 850.4871 | 850.4871 |
Max Trade Drawdown | -103305 | -36137 | -85243 | -1742551 | -631696 | -1602378 |
Profit Factor | 3.2314 | 7.1173 | 1.3417 | 2.5198 | 5.1675 | 0.8942 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 54.6875 | 56.25 | 53.125 | 54.6875 | 56.25 | 53.125 |
Ratio Avg Win / Avg Loss | 2.6774 | 5.5357 | 1.1839 | 2.0878 | 4.0192 | 0.789 |
Largest Winning Trade | 305832 | 305832 | 57907 | 3640432 | 3640432 | 623227 |
Largest Losing Trade | -56304 | -16846 | -56304 | -957615 | -302823 | -957615 |
Avg Bars in Trades | 71 | 78 | 64 | 71 | 78 | 64 |
Avg Bars in Winners | 84 | 82 | 87 | 84 | 82 | 87 |
Avg Bars in Losers | 55 | 74 | 38 | 55 | 74 | 38 |
Bars Traded | 4585 | 2513 | 2072 | 4585 | 2513 | 2072 |
Profit Streak | 112.4715 | 112.4715 | 149.4715 | 112.4715 | 112.4715 | 149.4715 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -292404 | -147066 | -312251 | -129373 | 613080 | -579831 |
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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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