Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 730517.9962 | 706823.2166 | 23694.7795 | 7071395.6495 | 7501259.1787 | -429863.5292 |
Total P&L (%) | 730.518 | 706.8232 | 23.6948 | 7071.3957 | 7501.2592 | -429.8635 |
Avg Daily Profit (%) | 0.2922 | 0.2827 | 0.0095 | 0.171 | 0.1734 | 0 |
Buy And Hold Return (%) | 2527.8838 | 2527.8838 | 2527.8838 | 2527.8838 | 2527.8838 | 2527.8838 |
Max Trade Drawdown | -68095 | -31779 | -70813 | -3264379 | -1688434 | -2810206 |
Profit Factor | 3.3794 | 7.5161 | 1.1193 | 1.707 | 3.0915 | 0.933 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 28 | 18 | 10 | 28 | 18 | 10 |
Losing Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Profitability (%) | 45.1613 | 58.0645 | 32.2581 | 45.1613 | 58.0645 | 32.2581 |
Ratio Avg Win / Avg Loss | 4.1035 | 5.4283 | 2.3506 | 2.0727 | 2.2327 | 1.9593 |
Largest Winning Trade | 321706 | 321706 | 50960 | 2395910 | 2395910 | 2006297 |
Largest Losing Trade | -20825 | -20771 | -20825 | -1256074 | -1152402 | -1256074 |
Avg Bars in Trades | 117 | 128 | 107 | 117 | 128 | 107 |
Avg Bars in Winners | 189 | 184 | 200 | 189 | 184 | 200 |
Avg Bars in Losers | 58 | 52 | 62 | 58 | 52 | 62 |
Bars Traded | 7315 | 3997 | 3318 | 7315 | 3997 | 3318 |
Profit Streak | 78.9791 | 327.6458 | 0 | 78.9791 | 327.6458 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -310313 | -146154 | -441028 | -152090 | 465368 | -584939 |
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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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