Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785235.3311 | 716546.391 | 68688.9402 | 3937727.5176 | 4056178.9861 | -118451.4685 |
Total P&L (%) | 785.2353 | 716.5464 | 68.6889 | 3937.7275 | 4056.179 | -118.4515 |
Avg Daily Profit (%) | 0.3142 | 0.2867 | 0.0275 | 0.1481 | 0.1492 | 0 |
Buy And Hold Return (%) | 937.8547 | 937.8547 | 937.8547 | 937.8547 | 937.8547 | 937.8547 |
Max Trade Drawdown | -108714 | -97616 | -32924 | -1076037 | -729905 | -972498 |
Profit Factor | 2.9497 | 3.4267 | 1.6391 | 2.2704 | 3.62 | 0.9237 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 62.9032 | 58.0645 | 67.7419 | 62.9032 | 58.0645 | 67.7419 |
Ratio Avg Win / Avg Loss | 1.7395 | 2.4748 | 0.7805 | 1.3389 | 2.6145 | 0.4398 |
Largest Winning Trade | 248104 | 248104 | 17530 | 2297226 | 2297226 | 541880 |
Largest Losing Trade | -51280 | -51280 | -30172 | -972498 | -729905 | -972498 |
Avg Bars in Trades | 234 | 419 | 49 | 234 | 419 | 49 |
Avg Bars in Winners | 207 | 387 | 52 | 207 | 387 | 52 |
Avg Bars in Losers | 280 | 462 | 43 | 280 | 462 | 43 |
Bars Traded | 14538 | 13000 | 1538 | 14538 | 13000 | 1538 |
Profit Streak | 133.2293 | 136.896 | 133.2293 | 133.2293 | 136.896 | 133.2293 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -306998 | -148870 | -318785 | -149651 | 468691 | -577949 |
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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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