Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 549390.3737 | 542720.6193 | 6669.7544 | -3618782.5716 | 5549964.8215 | -9168747.3932 |
Total P&L (%) | 549.3904 | 542.7206 | 6.6698 | -3618.7826 | 5549.9648 | -9168.7474 |
Avg Daily Profit (%) | 0.2198 | 0.2171 | 0.0027 | 0 | 0.1615 | 0 |
Buy And Hold Return (%) | 711.2217 | 711.2217 | 711.2217 | 711.2217 | 711.2217 | 711.2217 |
Max Trade Drawdown | -183627 | -74291 | -159159 | -10210457 | -917675 | -10094886 |
Profit Factor | 2.2211 | 4.3528 | 1.0232 | 0.7152 | 4.7306 | 0.1829 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 64.6154 | 65.625 | 63.6364 | 64.6154 | 65.625 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.2163 | 2.28 | 0.5847 | 0.3917 | 2.4779 | 0.1045 |
Largest Winning Trade | 133078 | 133078 | 59200 | 3389240 | 3389240 | 417967 |
Largest Losing Trade | -148989 | -52914 | -148989 | -9969877 | -917675 | -9969877 |
Avg Bars in Trades | 224 | 234 | 214 | 224 | 234 | 214 |
Avg Bars in Winners | 192 | 180 | 205 | 196 | 192 | 201 |
Avg Bars in Losers | 282 | 338 | 230 | 274 | 315 | 237 |
Bars Traded | 14591 | 7509 | 7082 | 14591 | 7509 | 7082 |
Profit Streak | 106.5597 | 141.2264 | 106.5597 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -287602 | -147708 | -549444 | -714883 | 622783 | -579035 |
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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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