Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1106667.4657 | 1108110.5578 | -1443.092 | -3359570.2819 | -3685095.0811 | 325524.7992 |
Total P&L (%) | 1106.6675 | 1108.1106 | -1.4431 | -3359.5703 | -3685.0951 | 325.5248 |
Avg Daily Profit (%) | 0.6086 | 0.6094 | -0.0008 | 0 | 0 | 0.0797 |
Buy And Hold Return (%) | 704.7826 | 704.7826 | 704.7826 | 704.7826 | 704.7826 | 704.7826 |
Max Trade Drawdown | -141950 | -57067 | -75134 | -3346208 | -3671733 | -1000794 |
Profit Factor | 2.9889 | 6.6527 | 0.996 | 0.6175 | 0.3704 | 1.1111 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 39 | 19 | 20 | 28 | 15 | 13 |
Losing Trades | 30 | 16 | 14 | 41 | 20 | 21 |
Profitability (%) | 56.5217 | 54.2857 | 58.8235 | 40.5797 | 42.8571 | 38.2353 |
Ratio Avg Win / Avg Loss | 2.2991 | 5.6023 | 0.6972 | 0.9041 | 0.4939 | 1.7949 |
Largest Winning Trade | 599276 | 599276 | 74458 | 1032604 | 529758 | 1032604 |
Largest Losing Trade | -141950 | -33018 | -141950 | -1644722 | -1644722 | -966790 |
Avg Bars in Trades | 151 | 106 | 197 | 151 | 106 | 197 |
Avg Bars in Winners | 200 | 132 | 266 | 85 | 80 | 90 |
Avg Bars in Losers | 87 | 76 | 99 | 196 | 126 | 263 |
Bars Traded | 10445 | 3732 | 6713 | 10445 | 3732 | 6713 |
Profit Streak | 6.6249 | 112.9582 | 0 | 0 | 0 | 59.7915 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -96981 | 425833 | -579651 | -690719 | -583565 | -353544 |
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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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