Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 511024.4493 | 476610.1347 | 34414.3146 | 146882.4714 | 4226217.8629 | -4079335.3915 |
Total P&L (%) | 511.0244 | 476.6101 | 34.4143 | 146.8825 | 4226.2179 | -4079.3354 |
Avg Daily Profit (%) | 0.2044 | 0.1907 | 0.0138 | 0.0362 | 0.1508 | 0 |
Buy And Hold Return (%) | 805.8875 | 805.8875 | 805.8875 | 805.8875 | 805.8875 | 805.8875 |
Max Trade Drawdown | -98050 | -41364 | -107651 | -4620236 | -554863 | -4812523 |
Profit Factor | 2.6107 | 6.1152 | 1.1536 | 1.0208 | 5.1076 | 0.3254 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 63.6364 | 66.6667 | 60.6061 | 63.6364 | 66.6667 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.4918 | 3.0576 | 0.7498 | 0.5833 | 2.5538 | 0.2115 |
Largest Winning Trade | 104307 | 104307 | 37133 | 2439656 | 2439656 | 365880 |
Largest Losing Trade | -96631 | -40806 | -96631 | -4617577 | -544124 | -4617577 |
Avg Bars in Trades | 142 | 137 | 148 | 142 | 137 | 148 |
Avg Bars in Winners | 127 | 116 | 139 | 127 | 116 | 139 |
Avg Bars in Losers | 169 | 178 | 162 | 169 | 178 | 162 |
Bars Traded | 9427 | 4522 | 4905 | 9427 | 4522 | 4905 |
Profit Streak | 63.3784 | 104.3784 | 0 | 63.3784 | 104.3784 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -280007 | -146614 | -392149 | -635902 | 626918 | -579427 |
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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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