Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623884.6854 | 388901.3893 | 234983.2961 | 3151629.8522 | 3884853.515 | -733223.6628 |
Total P&L (%) | 623.8847 | 388.9014 | 234.9833 | 3151.6299 | 3884.8535 | -733.2237 |
Avg Daily Profit (%) | 0.4374 | 0.2726 | 0.1647 | 0.2444 | 0.2587 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87906 | -57331 | -66213 | -6644758 | -2175887 | -5444913 |
Profit Factor | 2.2202 | 2.2837 | 2.1278 | 1.204 | 1.5873 | 0.917 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 60.7143 | 54.7619 | 66.6667 | 60.7143 | 54.7619 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.4366 | 1.8865 | 1.0639 | 0.7791 | 1.3113 | 0.4585 |
Largest Winning Trade | 136214 | 136214 | 47909 | 3049009 | 3049009 | 1351254 |
Largest Losing Trade | -52138 | -38703 | -52138 | -3738770 | -1202145 | -3738770 |
Avg Bars in Trades | 33 | 32 | 33 | 33 | 32 | 33 |
Avg Bars in Winners | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Losers | 32 | 32 | 33 | 32 | 32 | 33 |
Bars Traded | 2786 | 1379 | 1406 | 2786 | 1379 | 1406 |
Profit Streak | 31.5184 | 0 | 81.0184 | 31.5184 | 0 | 81.0184 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 562030 | 477004 | 483184 | 312454 | 397415 | -577611 |
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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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