Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1339439.1431 | 1246208.6383 | 93230.5048 | 4428709.3887 | 5335448.2501 | -906738.8615 |
Total P&L (%) | 1339.4391 | 1246.2086 | 93.2305 | 4428.7094 | 5335.4483 | -906.7389 |
Avg Daily Profit (%) | 0.7365 | 0.6852 | 0.0513 | 0.2099 | 0.2199 | 0 |
Buy And Hold Return (%) | 680.8512 | 680.8512 | 680.8512 | 680.8512 | 680.8512 | 680.8512 |
Max Trade Drawdown | -125349 | -74645 | -81877 | -3559868 | -1279010 | -3001062 |
Profit Factor | 3.7702 | 5.8205 | 1.4144 | 1.4807 | 2.2024 | 0.8101 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 62.6866 | 51.5152 | 73.5294 | 62.6866 | 51.5152 | 73.5294 |
Ratio Avg Win / Avg Loss | 2.2442 | 5.4781 | 0.5092 | 0.8814 | 2.0728 | 0.2916 |
Largest Winning Trade | 576679 | 576679 | 78481 | 3273121 | 3273121 | 610510 |
Largest Losing Trade | -69534 | -46055 | -69534 | -2858914 | -714607 | -2858914 |
Avg Bars in Trades | 78 | 96 | 59 | 78 | 96 | 59 |
Avg Bars in Winners | 87 | 124 | 61 | 87 | 124 | 61 |
Avg Bars in Losers | 63 | 67 | 54 | 63 | 67 | 54 |
Bars Traded | 5234 | 3199 | 2035 | 5234 | 3199 | 2035 |
Profit Streak | 162.7977 | 162.7977 | 166.4643 | 162.7977 | 162.7977 | 166.4643 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105418 | 508171 | -286673 | -110514 | 502303 | -576333 |
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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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