Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674979.3381 | 582922.9458 | 92056.3924 | 3262835.2045 | 5808268.667 | -2545433.4625 |
Total P&L (%) | 674.9793 | 582.9229 | 92.0564 | 3262.8352 | 5808.2687 | -2545.4335 |
Avg Daily Profit (%) | 0.27 | 0.2331 | 0.0368 | 0.1407 | 0.1633 | 0 |
Buy And Hold Return (%) | 703.2645 | 703.2645 | 703.2645 | 703.2645 | 703.2645 | 703.2645 |
Max Trade Drawdown | -140355 | -78415 | -71596 | -3698805 | -222475 | -3523668 |
Profit Factor | 2.8781 | 4.8828 | 1.4399 | 1.6534 | 10.6291 | 0.4203 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 68.5714 | 68.5714 | 68.5714 | 68.5714 | 68.5714 | 68.5714 |
Ratio Avg Win / Avg Loss | 1.3192 | 2.2379 | 0.66 | 0.7578 | 4.8717 | 0.1926 |
Largest Winning Trade | 180403 | 180403 | 33580 | 3455529 | 3455529 | 499283 |
Largest Losing Trade | -65605 | -46738 | -65605 | -3523668 | -175137 | -3523668 |
Avg Bars in Trades | 104 | 107 | 101 | 104 | 107 | 101 |
Avg Bars in Winners | 96 | 92 | 100 | 96 | 92 | 100 |
Avg Bars in Losers | 121 | 138 | 105 | 121 | 138 | 105 |
Bars Traded | 7304 | 3746 | 3558 | 7304 | 3746 | 3558 |
Profit Streak | 114.8761 | 114.8761 | 199.5427 | 114.8761 | 114.8761 | 199.5427 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -247498 | -146786 | -306846 | -100836 | 691679 | -577403 |
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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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