Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740829.4093 | 717863.7386 | 22965.6707 | 6647472.3911 | 7012291.9067 | -364819.5156 |
Total P&L (%) | 740.8294 | 717.8637 | 22.9657 | 6647.4724 | 7012.2919 | -364.8195 |
Avg Daily Profit (%) | 0.2962 | 0.287 | 0.0092 | 0.1685 | 0.1706 | 0 |
Buy And Hold Return (%) | 3067.1951 | 3067.1951 | 3067.1951 | 3067.1951 | 3067.1951 | 3067.1951 |
Max Trade Drawdown | -55354 | -46662 | -58889 | -1921452 | -996540 | -1893211 |
Profit Factor | 2.9894 | 6.2643 | 1.0973 | 2.0211 | 3.9183 | 0.9112 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 45.3125 | 53.125 | 37.5 | 45.3125 | 53.125 | 37.5 |
Ratio Avg Win / Avg Loss | 3.6079 | 5.5273 | 1.8288 | 2.4392 | 3.4573 | 1.5186 |
Largest Winning Trade | 290021 | 290021 | 62323 | 2280085 | 2280085 | 1554174 |
Largest Losing Trade | -26103 | -21632 | -26103 | -996540 | -996540 | -951174 |
Avg Bars in Trades | 73 | 76 | 70 | 73 | 76 | 70 |
Avg Bars in Winners | 107 | 107 | 108 | 107 | 107 | 108 |
Avg Bars in Losers | 45 | 42 | 47 | 45 | 42 | 47 |
Bars Traded | 4719 | 2461 | 2258 | 4719 | 2461 | 2258 |
Profit Streak | 82.0759 | 176.0759 | 0 | 82.0759 | 176.0759 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -296251 | -147126 | -463615 | -139206 | 401396 | -582893 |
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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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