Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 699271.4499 | 631236.9229 | 68034.5271 | 2868370.2309 | 6157963.1626 | -3289592.9317 |
Total P&L (%) | 699.2715 | 631.2369 | 68.0345 | 2868.3702 | 6157.9632 | -3289.5929 |
Avg Daily Profit (%) | 0.2798 | 0.2526 | 0.0272 | 0.1358 | 0.1656 | 0 |
Buy And Hold Return (%) | 946.3379 | 946.3379 | 946.3379 | 946.3379 | 946.3379 | 946.3379 |
Max Trade Drawdown | -102796 | -59161 | -78377 | -5084852 | -1394001 | -4273963 |
Profit Factor | 2.7944 | 3.8215 | 1.4099 | 1.2999 | 2.5023 | 0.398 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 49.2537 | 52.9412 | 45.4545 | 49.2537 | 52.9412 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.8791 | 3.3969 | 1.6919 | 1.3393 | 2.2242 | 0.4776 |
Largest Winning Trade | 319026 | 319026 | 43948 | 5394566 | 5394566 | 573562 |
Largest Losing Trade | -49163 | -36769 | -49163 | -3483494 | -898646 | -3483494 |
Avg Bars in Trades | 217 | 306 | 125 | 217 | 306 | 125 |
Avg Bars in Winners | 268 | 340 | 182 | 268 | 340 | 182 |
Avg Bars in Losers | 167 | 267 | 79 | 167 | 267 | 79 |
Bars Traded | 14562 | 10407 | 4155 | 14562 | 10407 | 4155 |
Profit Streak | 91.3551 | 91.3551 | 93.3551 | 91.3551 | 91.3551 | 93.3551 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -272055 | -149437 | -321656 | -134717 | 471881 | -582011 |
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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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