Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665353.0264 | 666791.1998 | -1438.1734 | 4905716.3608 | 3770213.0138 | 1135503.3471 |
Total P&L (%) | 665.353 | 666.7912 | -1.4382 | 4905.7164 | 3770.213 | 1135.5033 |
Avg Daily Profit (%) | 0.3389 | 0.3396 | -0.0007 | 0.1995 | 0.1864 | 0.1281 |
Buy And Hold Return (%) | 1306.2268 | 1306.2268 | 1306.2268 | 1306.2268 | 1306.2268 | 1306.2268 |
Max Trade Drawdown | -99330 | -66606 | -73123 | -6390427 | -6934153 | -1726261 |
Profit Factor | 2.6414 | 4.4209 | 0.9932 | 1.3381 | 1.3279 | 1.3768 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 68.5393 | 70.4545 | 66.6667 | 68.5393 | 70.4545 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2124 | 1.8539 | 0.4966 | 0.6142 | 0.5569 | 0.6884 |
Largest Winning Trade | 118399 | 118399 | 29604 | 2868986 | 2868986 | 1132139 |
Largest Losing Trade | -66606 | -66606 | -42228 | -6390427 | -6390427 | -1726261 |
Avg Bars in Trades | 70 | 136 | 5 | 70 | 136 | 5 |
Avg Bars in Winners | 52 | 97 | 5 | 52 | 97 | 5 |
Avg Bars in Losers | 110 | 231 | 5 | 110 | 231 | 5 |
Bars Traded | 6267 | 6022 | 245 | 6267 | 6022 | 245 |
Profit Streak | 584.6666 | 584.6666 | 638.1666 | 584.6666 | 584.6666 | 638.1666 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148374 | -145883 | -577315 | 305859 | 237249 | -184989 |
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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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