Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203836.7897 | 1197143.5173 | 6693.2724 | 1383763.5312 | 1964208.5318 | -580445.0006 |
Total P&L (%) | 1203.8368 | 1197.1435 | 6.6933 | 1383.7635 | 1964.2085 | -580.445 |
Avg Daily Profit (%) | 0.6543 | 0.6506 | 0.0036 | 0.1467 | 0.1647 | 0 |
Buy And Hold Return (%) | 628.0167 | 628.0167 | 628.0167 | 628.0167 | 628.0167 | 628.0167 |
Max Trade Drawdown | -123212 | -77019 | -102396 | -2492580 | -1448043 | -1182251 |
Profit Factor | 3.0781 | 5.3661 | 1.0219 | 1.2461 | 1.7871 | 0.8144 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 39.7059 | 41.1765 | 38.2353 | 39.7059 | 41.1765 | 38.2353 |
Ratio Avg Win / Avg Loss | 4.6742 | 7.6659 | 1.6508 | 1.8923 | 2.5531 | 1.3155 |
Largest Winning Trade | 645688 | 645688 | 73107 | 1584869 | 1584869 | 762659 |
Largest Losing Trade | -36079 | -24809 | -36079 | -509762 | -509762 | -496935 |
Avg Bars in Trades | 105 | 100 | 111 | 105 | 100 | 111 |
Avg Bars in Winners | 180 | 159 | 202 | 180 | 159 | 202 |
Avg Bars in Losers | 56 | 58 | 55 | 56 | 58 | 55 |
Bars Traded | 7206 | 3405 | 3801 | 7206 | 3405 | 3801 |
Profit Streak | 51.7708 | 128.5208 | 0 | 51.7708 | 128.5208 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106858 | 358172 | -553610 | -118683 | 202973 | -583703 |
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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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