Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 720185.6288 | 648041.499 | 72144.1298 | 756450.1809 | 1437200.1395 | -680749.9586 |
Total P&L (%) | 720.1856 | 648.0415 | 72.1441 | 756.4502 | 1437.2001 | -680.75 |
Avg Daily Profit (%) | 0.2881 | 0.2592 | 0.0289 | 0.0859 | 0.1094 | 0 |
Buy And Hold Return (%) | 348.3255 | 348.3255 | 348.3255 | 348.3255 | 348.3255 | 348.3255 |
Max Trade Drawdown | -141819 | -90500 | -143171 | -1520337 | -296821 | -1465669 |
Profit Factor | 2.5586 | 3.9358 | 1.299 | 1.3355 | 3.3923 | 0.5884 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 61.6438 | 63.8889 | 59.4595 | 61.6438 | 63.8889 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.592 | 2.2246 | 0.8857 | 0.831 | 1.9174 | 0.4012 |
Largest Winning Trade | 404177 | 404177 | 35773 | 509009 | 509009 | 256733 |
Largest Losing Trade | -72002 | -57059 | -72002 | -988320 | -173256 | -988320 |
Avg Bars in Trades | 63 | 100 | 27 | 63 | 100 | 27 |
Avg Bars in Winners | 65 | 94 | 35 | 65 | 94 | 35 |
Avg Bars in Losers | 60 | 110 | 16 | 60 | 110 | 16 |
Bars Traded | 4654 | 3621 | 1033 | 4654 | 3621 | 1033 |
Profit Streak | 321.1679 | 418.1679 | 321.1679 | 321.1679 | 418.1679 | 321.1679 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65853 | 392233 | -318841 | -157993 | -39040 | -577923 |
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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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