Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690419.0517 | 662423.4978 | 27995.5539 | 2120481.3859 | 3434182.9534 | -1313701.5676 |
Total P&L (%) | 690.4191 | 662.4235 | 27.9956 | 2120.4814 | 3434.183 | -1313.7016 |
Avg Daily Profit (%) | 0.3315 | 0.3181 | 0.0134 | 0.149 | 0.1713 | 0 |
Buy And Hold Return (%) | 1152.3898 | 1152.3898 | 1152.3898 | 1152.3898 | 1152.3898 | 1152.3898 |
Max Trade Drawdown | -93168 | -90967 | -73416 | -1133949 | -799651 | -1629143 |
Profit Factor | 2.3975 | 4.1353 | 1.099 | 1.3864 | 2.6053 | 0.6077 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 47.3684 | 50 | 44.7368 | 47.3684 | 50 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.6639 | 4.1353 | 1.3576 | 1.5404 | 2.6053 | 0.7507 |
Largest Winning Trade | 303638 | 303638 | 50458 | 1852983 | 1852983 | 291950 |
Largest Losing Trade | -47716 | -26557 | -47716 | -663084 | -295458 | -663084 |
Avg Bars in Trades | 313 | 300 | 326 | 313 | 300 | 326 |
Avg Bars in Winners | 432 | 407 | 461 | 432 | 407 | 461 |
Avg Bars in Losers | 205 | 193 | 217 | 205 | 193 | 217 |
Bars Traded | 23814 | 11419 | 12395 | 23814 | 11419 | 12395 |
Profit Streak | 143.9608 | 162.4608 | 143.9608 | 143.9608 | 162.4608 | 143.9608 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205498 | -148591 | -453744 | -53448 | 381993 | -582239 |
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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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