Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637838.3366 | 562676.205 | 75162.1316 | -1928597.43 | 6881811.6446 | -8810409.0746 |
Total P&L (%) | 637.8383 | 562.6762 | 75.1621 | -1928.5974 | 6881.8116 | -8810.4091 |
Avg Daily Profit (%) | 0.255 | 0.225 | 0.0301 | 0 | 0.1699 | 0 |
Buy And Hold Return (%) | 883.3767 | 883.3767 | 883.3767 | 883.3767 | 883.3767 | 883.3767 |
Max Trade Drawdown | -111981 | -59644 | -112685 | -11178819 | -508273 | -10822748 |
Profit Factor | 2.6227 | 4.9691 | 1.2991 | 0.8504 | 6.71 | 0.2458 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 51 | 25 | 26 | 47 | 23 | 24 |
Losing Trades | 18 | 9 | 9 | 22 | 11 | 11 |
Profitability (%) | 73.913 | 73.5294 | 74.2857 | 68.1159 | 67.6471 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.9256 | 1.7889 | 0.4497 | 0.398 | 3.2092 | 0.1127 |
Largest Winning Trade | 132305 | 132305 | 49721 | 4686544 | 4686544 | 725029 |
Largest Losing Trade | -111981 | -49683 | -111981 | -10470540 | -489019 | -10470540 |
Avg Bars in Trades | 101 | 129 | 74 | 101 | 129 | 74 |
Avg Bars in Winners | 95 | 120 | 72 | 90 | 112 | 70 |
Avg Bars in Losers | 118 | 152 | 83 | 124 | 164 | 84 |
Bars Traded | 7014 | 4392 | 2622 | 7014 | 4392 | 2622 |
Profit Streak | 222.7039 | 351.3705 | 222.7039 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -256564 | -145378 | -315989 | -684429 | 668852 | -578380 |
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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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