Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613210.1318 | 527309.0282 | 85901.1036 | 6350564.2808 | 5897477.554 | 453086.7267 |
Total P&L (%) | 613.2101 | 527.309 | 85.9011 | 6350.5643 | 5897.4776 | 453.0867 |
Avg Daily Profit (%) | 0.2449 | 0.2106 | 0.0343 | 0.1666 | 0.1637 | 0.0683 |
Buy And Hold Return (%) | 1280.9111 | 1280.9111 | 1280.9111 | 1280.9111 | 1280.9111 | 1280.9111 |
Max Trade Drawdown | -67912 | -37289 | -36033 | -1402282 | -689969 | -865155 |
Profit Factor | 4.0931 | 6.4696 | 1.8434 | 2.8697 | 4.4862 | 1.2658 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Losing Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Profitability (%) | 50.7246 | 61.7647 | 40 | 50.7246 | 61.7647 | 40 |
Ratio Avg Win / Avg Loss | 3.9761 | 4.005 | 2.7652 | 2.7877 | 2.7772 | 1.8986 |
Largest Winning Trade | 177239 | 177239 | 49684 | 2255296 | 2255296 | 733050 |
Largest Losing Trade | -20434 | -20434 | -19685 | -378153 | -378153 | -303492 |
Avg Bars in Trades | 185 | 315 | 59 | 185 | 315 | 59 |
Avg Bars in Winners | 265 | 371 | 107 | 265 | 371 | 107 |
Avg Bars in Losers | 103 | 226 | 27 | 103 | 226 | 27 |
Bars Traded | 12831 | 10738 | 2093 | 12831 | 10738 | 2093 |
Profit Streak | 376.7726 | 376.9392 | 376.7726 | 376.7726 | 376.9392 | 376.7726 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -255168 | -147027 | -312649 | -93082 | 559943 | -269789 |
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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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