Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 613972.4373 | 545720.9163 | 68251.521 | 6134632.9677 | 6200838.4451 | -66205.4774 |
Total P&L (%) | 613.9724 | 545.7209 | 68.2515 | 6134.633 | 6200.8384 | -66.2055 |
Avg Daily Profit (%) | 0.2455 | 0.2182 | 0.0273 | 0.1654 | 0.1658 | -0.0434 |
Buy And Hold Return (%) | 1477.169 | 1477.169 | 1477.169 | 1477.169 | 1477.169 | 1477.169 |
Max Trade Drawdown | -36253 | -33529 | -42756 | -911414 | -641918 | -1080947 |
Profit Factor | 4.4595 | 9.0722 | 1.6212 | 2.8563 | 6.4369 | 0.9694 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 52.459 | 60 | 45.1613 | 52.459 | 60 | 45.1613 |
Ratio Avg Win / Avg Loss | 4.0414 | 6.0481 | 1.9686 | 2.5885 | 4.2913 | 1.1771 |
Largest Winning Trade | 183510 | 183510 | 39077 | 1765002 | 1765002 | 759597 |
Largest Losing Trade | -17818 | -12860 | -17818 | -499583 | -233436 | -499583 |
Avg Bars in Trades | 78 | 129 | 28 | 78 | 129 | 28 |
Avg Bars in Winners | 111 | 165 | 41 | 111 | 165 | 41 |
Avg Bars in Losers | 42 | 76 | 17 | 42 | 76 | 17 |
Bars Traded | 4784 | 3898 | 886 | 4784 | 3898 | 886 |
Profit Streak | 262.9755 | 490.4755 | 262.9755 | 262.9755 | 490.4755 | 262.9755 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -314663 | -146435 | -320182 | -153602 | 606516 | -580165 |
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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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