Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655562.8702 | 577306.8827 | 78255.9875 | 3051163.7304 | 5241390.1868 | -2190226.4563 |
Total P&L (%) | 655.5629 | 577.3069 | 78.256 | 3051.1637 | 5241.3902 | -2190.2265 |
Avg Daily Profit (%) | 0.2622 | 0.2309 | 0.0313 | 0.1381 | 0.1592 | 0 |
Buy And Hold Return (%) | 743.2469 | 743.2469 | 743.2469 | 743.2469 | 743.2469 | 743.2469 |
Max Trade Drawdown | -158011 | -76494 | -92155 | -2591552 | -519165 | -3479136 |
Profit Factor | 2.7528 | 5.0432 | 1.3384 | 1.5513 | 5.6654 | 0.5035 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Profitability (%) | 65.6716 | 69.697 | 61.7647 | 65.6716 | 69.697 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.439 | 2.1927 | 0.8286 | 0.8109 | 2.4632 | 0.3117 |
Largest Winning Trade | 166439 | 166439 | 49219 | 2642275 | 2642275 | 363139 |
Largest Losing Trade | -61268 | -51563 | -61268 | -2591552 | -332903 | -2591552 |
Avg Bars in Trades | 145 | 147 | 142 | 145 | 147 | 142 |
Avg Bars in Winners | 128 | 110 | 148 | 128 | 110 | 148 |
Avg Bars in Losers | 176 | 233 | 132 | 176 | 233 | 132 |
Bars Traded | 9717 | 4864 | 4853 | 9717 | 4864 | 4853 |
Profit Streak | 84.0389 | 134.2889 | 84.0389 | 84.0389 | 134.2889 | 84.0389 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -271073 | -146160 | -316134 | -128444 | 700587 | -578712 |
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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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