Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771563.1425 | 704092.4907 | 67470.6519 | 4019361.7843 | 4833573.3932 | -814211.6089 |
Total P&L (%) | 771.5631 | 704.0925 | 67.4707 | 4019.3618 | 4833.5734 | -814.2116 |
Avg Daily Profit (%) | 0.3086 | 0.2816 | 0.027 | 0.1488 | 0.156 | 0 |
Buy And Hold Return (%) | 832.3548 | 832.3548 | 832.3548 | 832.3548 | 832.3548 | 832.3548 |
Max Trade Drawdown | -108640 | -77096 | -111607 | -3779225 | -2620341 | -2859657 |
Profit Factor | 2.6877 | 5.5045 | 1.2243 | 1.4532 | 2.3434 | 0.8455 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 53.7313 | 52.9412 | 54.5455 | 53.7313 | 52.9412 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.3144 | 4.8929 | 1.0202 | 1.2513 | 2.0831 | 0.7046 |
Largest Winning Trade | 252064 | 252064 | 46507 | 2040220 | 2040220 | 889707 |
Largest Losing Trade | -60060 | -24217 | -60060 | -1390378 | -1078286 | -1390378 |
Avg Bars in Trades | 105 | 94 | 115 | 105 | 94 | 115 |
Avg Bars in Winners | 131 | 113 | 149 | 131 | 113 | 149 |
Avg Bars in Losers | 74 | 73 | 75 | 74 | 73 | 75 |
Bars Traded | 7042 | 3218 | 3824 | 7042 | 3218 | 3824 |
Profit Streak | 156.1911 | 156.1911 | 232.1911 | 156.1911 | 156.1911 | 232.1911 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -270818 | -147549 | -321063 | -113559 | 455695 | -578858 |
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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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