Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391052.0531 | 257850.4179 | 133201.6352 | 487647.9408 | 4721454.6069 | -4233806.6661 |
Total P&L (%) | 391.0521 | 257.8504 | 133.2016 | 487.6479 | 4721.4546 | -4233.8067 |
Avg Daily Profit (%) | 0.2159 | 0.1424 | 0.0735 | 0.0978 | 0.2142 | 0 |
Buy And Hold Return (%) | 217.9272 | 217.9272 | 217.9272 | 217.9272 | 217.9272 | 217.9272 |
Max Trade Drawdown | -152214 | -38853 | -150105 | -6550972 | -710353 | -7425280 |
Profit Factor | 2.129 | 3.2144 | 1.5793 | 1.0436 | 3.5869 | 0.5477 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 69.1176 | 61.7647 | 76.4706 | 69.1176 | 61.7647 | 76.4706 |
Ratio Avg Win / Avg Loss | 0.9513 | 1.9898 | 0.4859 | 0.4663 | 2.2205 | 0.1685 |
Largest Winning Trade | 53374 | 53374 | 48282 | 1251612 | 1251612 | 686739 |
Largest Losing Trade | -82380 | -31391 | -82380 | -4832422 | -518221 | -4832422 |
Avg Bars in Trades | 97 | 101 | 93 | 97 | 101 | 93 |
Avg Bars in Winners | 66 | 76 | 58 | 66 | 76 | 58 |
Avg Bars in Losers | 166 | 140 | 207 | 166 | 140 | 207 |
Bars Traded | 6608 | 3441 | 3167 | 6608 | 3441 | 3167 |
Profit Streak | 42.2978 | 143.0478 | 42.2978 | 42.2978 | 143.0478 | 42.2978 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109265 | -103553 | -256439 | -351955 | 611907 | -576812 |
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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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