Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683850.2392 | 603527.7591 | 80322.4801 | -8553434.2317 | 7485565.0351 | -16038999.2668 |
Total P&L (%) | 683.8502 | 603.5278 | 80.3225 | -8553.4342 | 7485.565 | -16038.9993 |
Avg Daily Profit (%) | 0.2735 | 0.2414 | 0.0321 | 0 | 0.1733 | 0 |
Buy And Hold Return (%) | 885.9421 | 885.9421 | 885.9421 | 885.9421 | 885.9421 | 885.9421 |
Max Trade Drawdown | -135095 | -72869 | -134122 | -20236818 | -2630979 | -17644961 |
Profit Factor | 2.9305 | 7.9472 | 1.3004 | 0.6233 | 3.2717 | 0.1736 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 47 | 25 | 22 | 45 | 25 | 20 |
Losing Trades | 16 | 6 | 10 | 18 | 6 | 12 |
Profitability (%) | 74.6032 | 80.6452 | 68.75 | 71.4286 | 80.6452 | 62.5 |
Ratio Avg Win / Avg Loss | 0.9976 | 1.9073 | 0.5911 | 0.2493 | 0.7852 | 0.1042 |
Largest Winning Trade | 145998 | 145998 | 55841 | 5922667 | 5922667 | 854085 |
Largest Losing Trade | -134122 | -47183 | -134122 | -15804222 | -2630979 | -15804222 |
Avg Bars in Trades | 112 | 117 | 108 | 112 | 117 | 108 |
Avg Bars in Winners | 108 | 100 | 117 | 111 | 106 | 116 |
Avg Bars in Losers | 125 | 185 | 90 | 117 | 161 | 95 |
Bars Traded | 7109 | 3630 | 3479 | 7109 | 3630 | 3479 |
Profit Streak | 131.3003 | 131.3003 | 212.6336 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -300752 | -144378 | -313957 | -729000 | 547117 | -579190 |
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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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