Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646314.0638 | 573317.0178 | 72997.0459 | -6666494.3626 | 4779464.6177 | -11445958.9803 |
Total P&L (%) | 646.3141 | 573.317 | 72.997 | -6666.4944 | 4779.4646 | -11445.959 |
Avg Daily Profit (%) | 0.2586 | 0.2294 | 0.0292 | 0 | 0.1557 | 0 |
Buy And Hold Return (%) | 890.8957 | 890.8957 | 890.8957 | 890.8957 | 890.8957 | 890.8957 |
Max Trade Drawdown | -140882 | -75876 | -148365 | -14354833 | -2027352 | -13030976 |
Profit Factor | 2.5794 | 4.8766 | 1.2793 | 0.6079 | 2.5273 | 0.175 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 46 | 21 | 25 | 44 | 22 | 22 |
Losing Trades | 19 | 11 | 8 | 21 | 10 | 11 |
Profitability (%) | 70.7692 | 65.625 | 75.7576 | 67.6923 | 68.75 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0654 | 2.5544 | 0.4094 | 0.2902 | 1.1488 | 0.0875 |
Largest Winning Trade | 151400 | 151400 | 49684 | 4107923 | 4107923 | 388051 |
Largest Losing Trade | -136241 | -49610 | -136241 | -10610928 | -2027352 | -10610928 |
Avg Bars in Trades | 210 | 330 | 93 | 210 | 330 | 93 |
Avg Bars in Winners | 170 | 271 | 84 | 178 | 275 | 81 |
Avg Bars in Losers | 307 | 443 | 120 | 277 | 453 | 116 |
Bars Traded | 13674 | 10590 | 3084 | 13674 | 10590 | 3084 |
Profit Streak | 122.9887 | 122.9887 | 247.822 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -285388 | -147225 | -316683 | -714484 | 456252 | -578642 |
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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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