Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793307.3791 | 716730.0726 | 76577.3064 | 4460780.1184 | 4982762.9258 | -521982.8074 |
Total P&L (%) | 793.3074 | 716.7301 | 76.5773 | 4460.7801 | 4982.7629 | -521.9828 |
Avg Daily Profit (%) | 0.3172 | 0.2866 | 0.0306 | 0.1529 | 0.1572 | 0 |
Buy And Hold Return (%) | 722.3573 | 722.3573 | 722.3573 | 722.3573 | 722.3573 | 722.3573 |
Max Trade Drawdown | -135069 | -61542 | -90324 | -2563248 | -1407552 | -1315415 |
Profit Factor | 3.1554 | 6.7559 | 1.3144 | 1.8262 | 3.2772 | 0.8375 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 55.1724 | 62.069 | 48.2759 | 55.1724 | 62.069 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.5638 | 4.1286 | 1.4083 | 1.4838 | 2.0027 | 0.8973 |
Largest Winning Trade | 292744 | 292744 | 58214 | 2592357 | 2592357 | 595574 |
Largest Losing Trade | -63203 | -30966 | -63203 | -918554 | -918554 | -850791 |
Avg Bars in Trades | 123 | 135 | 111 | 123 | 135 | 111 |
Avg Bars in Winners | 128 | 129 | 126 | 128 | 129 | 126 |
Avg Bars in Losers | 117 | 143 | 98 | 117 | 143 | 98 |
Bars Traded | 7158 | 3915 | 3243 | 7158 | 3915 | 3243 |
Profit Streak | 76.6838 | 176.6838 | 0 | 76.6838 | 176.6838 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -298422 | -145606 | -318306 | -168832 | 602434 | -581503 |
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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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