Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357309.6087 | 274866.7727 | 82442.836 | 133356.7787 | 5448713.4011 | -5315356.6223 |
Total P&L (%) | 357.3096 | 274.8668 | 82.4428 | 133.3568 | 5448.7134 | -5315.3566 |
Avg Daily Profit (%) | 0.1966 | 0.1512 | 0.0454 | 0.0466 | 0.2212 | 0 |
Buy And Hold Return (%) | 220.0157 | 220.0157 | 220.0157 | 220.0157 | 220.0157 | 220.0157 |
Max Trade Drawdown | -231853 | -40243 | -197201 | -8155389 | -1022676 | -8388055 |
Profit Factor | 1.8353 | 3.3003 | 1.2674 | 1.0086 | 3.1734 | 0.5929 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 66.6667 | 65.7895 | 67.5676 | 66.6667 | 65.7895 | 67.5676 |
Ratio Avg Win / Avg Loss | 0.9176 | 1.7162 | 0.6084 | 0.5043 | 1.6502 | 0.2846 |
Largest Winning Trade | 69485 | 69485 | 67638 | 1492910 | 1492910 | 1238610 |
Largest Losing Trade | -80081 | -30595 | -80081 | -6687126 | -619531 | -6687126 |
Avg Bars in Trades | 66 | 61 | 71 | 66 | 61 | 71 |
Avg Bars in Winners | 62 | 65 | 58 | 62 | 65 | 58 |
Avg Bars in Losers | 74 | 52 | 97 | 74 | 52 | 97 |
Bars Traded | 4963 | 2324 | 2639 | 4963 | 2324 | 2639 |
Profit Streak | 27.5812 | 27.5812 | 37.5812 | 27.5812 | 27.5812 | 37.5812 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58926 | -72101 | -297063 | -567004 | 607827 | -577950 |
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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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