Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 656613.4718 | 628137.6986 | 28475.7732 | 1866513.6438 | 4268284.7142 | -2401771.0703 |
Total P&L (%) | 656.6135 | 628.1377 | 28.4758 | 1866.5136 | 4268.2847 | -2401.7711 |
Avg Daily Profit (%) | 0.262 | 0.2506 | 0.0114 | 0.1189 | 0.1508 | 0 |
Buy And Hold Return (%) | 815.7726 | 815.7726 | 815.7726 | 815.7726 | 815.7726 | 815.7726 |
Max Trade Drawdown | -114934 | -49871 | -144640 | -4183528 | -1865187 | -5105197 |
Profit Factor | 2.5227 | 5.1975 | 1.1011 | 1.1759 | 2.1126 | 0.6455 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 2.5227 | 5.1975 | 1.1011 | 1.1759 | 2.1126 | 0.6455 |
Largest Winning Trade | 212088 | 212088 | 65195 | 2381646 | 2381646 | 1291133 |
Largest Losing Trade | -53129 | -26822 | -53129 | -1776556 | -729057 | -1776556 |
Avg Bars in Trades | 105 | 102 | 108 | 105 | 102 | 108 |
Avg Bars in Winners | 133 | 129 | 137 | 133 | 129 | 137 |
Avg Bars in Losers | 78 | 76 | 80 | 78 | 76 | 80 |
Bars Traded | 7192 | 3500 | 3692 | 7192 | 3500 | 3692 |
Profit Streak | 88.3052 | 239.9718 | 0 | 88.3052 | 239.9718 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -265342 | -148412 | -452732 | -178779 | 410805 | -580795 |
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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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