Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634634.9443 | 596909.2224 | 37725.7219 | -542163.3445 | 4058257.402 | -4600420.7465 |
Total P&L (%) | 634.6349 | 596.9092 | 37.7257 | -542.1633 | 4058.2574 | -4600.4207 |
Avg Daily Profit (%) | 0.2538 | 0.2387 | 0.0151 | 0 | 0.1492 | 0 |
Buy And Hold Return (%) | 776.5028 | 776.5028 | 776.5028 | 776.5028 | 776.5028 | 776.5028 |
Max Trade Drawdown | -114679 | -64954 | -107828 | -4405519 | -265909 | -5012377 |
Profit Factor | 2.7447 | 6.6163 | 1.1465 | 0.9156 | 10.4169 | 0.232 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 47 | 24 | 23 | 43 | 24 | 19 |
Losing Trades | 16 | 7 | 9 | 20 | 7 | 13 |
Profitability (%) | 74.6032 | 77.4194 | 71.875 | 68.254 | 77.4194 | 59.375 |
Ratio Avg Win / Avg Loss | 0.9344 | 1.9298 | 0.4486 | 0.4258 | 3.0383 | 0.1588 |
Largest Winning Trade | 164301 | 164301 | 61872 | 2238355 | 2238355 | 224545 |
Largest Losing Trade | -107828 | -44137 | -107828 | -4273645 | -177276 | -4273645 |
Avg Bars in Trades | 113 | 111 | 114 | 113 | 111 | 114 |
Avg Bars in Winners | 96 | 94 | 98 | 104 | 103 | 105 |
Avg Bars in Losers | 160 | 170 | 153 | 131 | 139 | 126 |
Bars Traded | 7119 | 3462 | 3657 | 7119 | 3462 | 3657 |
Profit Streak | 120.7218 | 120.7218 | 214.7218 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -301209 | -144408 | -395298 | -729411 | 625487 | -579595 |
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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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