Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710638.0043 | 632710.9309 | 77927.0735 | -4014344.2937 | 5964124.998 | -9978469.2917 |
Total P&L (%) | 710.638 | 632.7109 | 77.9271 | -4014.3443 | 5964.125 | -9978.4693 |
Avg Daily Profit (%) | 0.2842 | 0.2531 | 0.0312 | 0 | 0.1643 | 0 |
Buy And Hold Return (%) | 715.9723 | 715.9723 | 715.9723 | 715.9723 | 715.9723 | 715.9723 |
Max Trade Drawdown | -118873 | -56081 | -125101 | -12735486 | -1347777 | -11746732 |
Profit Factor | 2.614 | 3.9636 | 1.3436 | 0.7643 | 2.4625 | 0.2299 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 44 | 21 | 23 | 40 | 20 | 20 |
Losing Trades | 25 | 13 | 12 | 29 | 14 | 15 |
Profitability (%) | 63.7681 | 61.7647 | 65.7143 | 57.971 | 58.8235 | 57.1429 |
Ratio Avg Win / Avg Loss | 1.4853 | 2.4537 | 0.701 | 0.5542 | 1.7238 | 0.1724 |
Largest Winning Trade | 147829 | 147829 | 49706 | 4892993 | 4892993 | 479449 |
Largest Losing Trade | -118873 | -51318 | -118873 | -10485974 | -1347777 | -10485974 |
Avg Bars in Trades | 99 | 150 | 49 | 99 | 150 | 49 |
Avg Bars in Winners | 81 | 114 | 51 | 88 | 126 | 50 |
Avg Bars in Losers | 130 | 207 | 46 | 113 | 183 | 48 |
Bars Traded | 6842 | 5102 | 1740 | 6842 | 5102 | 1740 |
Profit Streak | 110.552 | 110.552 | 234.8854 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -256007 | -148181 | -314962 | -685744 | 487874 | -579861 |
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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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