Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656320.1908 | 564545.4233 | 91774.7674 | -65029.8398 | 8389138.9184 | -8454168.7582 |
Total P&L (%) | 656.3202 | 564.5454 | 91.7748 | -65.0298 | 8389.1389 | -8454.1688 |
Avg Daily Profit (%) | 0.2625 | 0.2258 | 0.0367 | -0.042 | 0.1778 | 0 |
Buy And Hold Return (%) | 853.5013 | 853.5013 | 853.5013 | 853.5013 | 853.5013 | 853.5013 |
Max Trade Drawdown | -99831 | -51452 | -104288 | -9117281 | -895906 | -10516541 |
Profit Factor | 2.9196 | 6.64 | 1.3795 | 0.9954 | 6.6341 | 0.339 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 62.2951 | 60 | 64.5161 | 62.2951 | 60 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.7671 | 4.4267 | 0.7587 | 0.6025 | 4.4227 | 0.1865 |
Largest Winning Trade | 120744 | 120744 | 38796 | 4995468 | 4995468 | 744649 |
Largest Losing Trade | -99831 | -40435 | -99831 | -9117281 | -715059 | -9117281 |
Avg Bars in Trades | 158 | 163 | 154 | 158 | 163 | 154 |
Avg Bars in Winners | 153 | 165 | 142 | 153 | 165 | 142 |
Avg Bars in Losers | 167 | 160 | 176 | 167 | 160 | 176 |
Bars Traded | 9682 | 4898 | 4784 | 9682 | 4898 | 4784 |
Profit Streak | 204.0585 | 466.0585 | 204.0585 | 204.0585 | 466.0585 | 204.0585 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -314650 | -146369 | -307916 | -743798 | 683937 | -577959 |
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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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