Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 719558.9131 | 705176.8406 | 14382.0725 | 373705.0303 | 8034097.772 | -7660392.7417 |
Total P&L (%) | 719.5589 | 705.1768 | 14.3821 | 373.705 | 8034.0978 | -7660.3927 |
Avg Daily Profit (%) | 0.4032 | 0.3951 | 0.0081 | 0.0872 | 0.2468 | 0 |
Buy And Hold Return (%) | 276.0847 | 276.0847 | 276.0847 | 276.0847 | 276.0847 | 276.0847 |
Max Trade Drawdown | -209677 | -220742 | -51103 | -21815980 | -20623379 | -8621031 |
Profit Factor | 2.4421 | 2.7697 | 1.1431 | 1.0105 | 1.3283 | 0.3107 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 58.7302 | 61.2903 | 56.25 | 58.7302 | 61.2903 | 56.25 |
Ratio Avg Win / Avg Loss | 1.7161 | 1.7493 | 0.8891 | 0.7101 | 0.8389 | 0.2417 |
Largest Winning Trade | 317707 | 317707 | 16462 | 10624281 | 10624281 | 1468350 |
Largest Losing Trade | -68260 | -68260 | -20457 | -12289514 | -12289514 | -3681081 |
Avg Bars in Trades | 323 | 648 | 7 | 323 | 648 | 7 |
Avg Bars in Winners | 149 | 284 | 7 | 149 | 284 | 7 |
Avg Bars in Losers | 570 | 1225 | 8 | 570 | 1225 | 8 |
Bars Traded | 20364 | 20116 | 248 | 20364 | 20116 | 248 |
Profit Streak | 26.7269 | 0 | 305.8103 | 26.7269 | 0 | 305.8103 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138359 | 464667 | -410962 | -492292 | 304238 | -579134 |
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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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