Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1629728.4079 | 1601259.5331 | 28468.8748 | 372167.5319 | 635464.8378 | -263297.3059 |
Total P&L (%) | 1629.7284 | 1601.2595 | 28.4689 | 372.1675 | 635.4648 | -263.2973 |
Avg Daily Profit (%) | 0.8829 | 0.8675 | 0.0154 | 0.0841 | 0.1082 | 0 |
Buy And Hold Return (%) | 206.7281 | 206.7281 | 206.7281 | 206.7281 | 206.7281 | 206.7281 |
Max Trade Drawdown | -110861 | -60216 | -113734 | -1167616 | -544387 | -937366 |
Profit Factor | 3.9066 | 8.0174 | 1.0856 | 1.0925 | 1.3722 | 0.8863 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 46.7742 | 38.7097 | 54.8387 | 46.7742 | 38.7097 | 54.8387 |
Ratio Avg Win / Avg Loss | 4.4455 | 12.6942 | 0.894 | 1.2432 | 2.1726 | 0.7299 |
Largest Winning Trade | 1453283 | 1453283 | 72153 | 777342 | 777342 | 385483 |
Largest Losing Trade | -78012 | -35729 | -78012 | -895554 | -456091 | -895554 |
Avg Bars in Trades | 347 | 323 | 372 | 347 | 323 | 372 |
Avg Bars in Winners | 574 | 597 | 558 | 574 | 597 | 558 |
Avg Bars in Losers | 148 | 150 | 145 | 148 | 150 | 145 |
Bars Traded | 21566 | 10033 | 11533 | 21566 | 10033 | 11533 |
Profit Streak | 37.2729 | 0 | 39.2729 | 37.2729 | 0 | 39.2729 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138978 | 623597 | -464901 | -366851 | -54025 | -579643 |
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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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