Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774265.5588 | 656795.4619 | 117470.0969 | 2815503.0231 | 9290880.9403 | -6475377.9173 |
Total P&L (%) | 774.2656 | 656.7955 | 117.4701 | 2815.503 | 9290.8809 | -6475.3779 |
Avg Daily Profit (%) | 0.3096 | 0.2627 | 0.047 | 0.135 | 0.1818 | 0 |
Buy And Hold Return (%) | 751.626 | 751.626 | 751.626 | 751.626 | 751.626 | 751.626 |
Max Trade Drawdown | -88392 | -66203 | -84351 | -6801197 | -447591 | -7669896 |
Profit Factor | 3.116 | 7.3411 | 1.4478 | 1.2756 | 17.1476 | 0.3283 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 20 | 9 | 11 | 20 | 9 | 11 |
Profitability (%) | 68.254 | 70.9677 | 65.625 | 68.254 | 70.9677 | 65.625 |
Ratio Avg Win / Avg Loss | 1.4493 | 3.0032 | 0.7584 | 0.5933 | 7.0149 | 0.172 |
Largest Winning Trade | 156545 | 156545 | 47186 | 4920033 | 4920033 | 504485 |
Largest Losing Trade | -84351 | -44563 | -84351 | -6801197 | -294272 | -6801197 |
Avg Bars in Trades | 74 | 77 | 72 | 74 | 77 | 72 |
Avg Bars in Winners | 76 | 75 | 78 | 76 | 75 | 78 |
Avg Bars in Losers | 71 | 83 | 61 | 71 | 83 | 61 |
Bars Traded | 4717 | 2399 | 2318 | 4717 | 2399 | 2318 |
Profit Streak | 85.6371 | 89.6371 | 85.6371 | 85.6371 | 89.6371 | 85.6371 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -290261 | -145439 | -294073 | -164283 | 707304 | -578226 |
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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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