Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647638.9314 | 665631.2967 | -17992.3653 | 3680255.1954 | 4795577.6103 | -1115322.4149 |
Total P&L (%) | 647.6389 | 665.6313 | -17.9924 | 3680.2552 | 4795.5776 | -1115.3224 |
Avg Daily Profit (%) | 0.259 | 0.2662 | -0.0072 | 0.1454 | 0.1557 | 0 |
Buy And Hold Return (%) | 696.9591 | 696.9591 | 696.9591 | 696.9591 | 696.9591 | 696.9591 |
Max Trade Drawdown | -154753 | -53006 | -211253 | -2583506 | -845653 | -1768458 |
Profit Factor | 2.2333 | 6.3429 | 0.9551 | 1.8156 | 4.2197 | 0.631 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 22 | 20 | 40 | 20 | 20 |
Losing Trades | 24 | 11 | 13 | 26 | 13 | 13 |
Profitability (%) | 63.6364 | 66.6667 | 60.6061 | 60.6061 | 60.6061 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.2762 | 3.1715 | 0.6208 | 1.1801 | 2.7428 | 0.4102 |
Largest Winning Trade | 328055 | 328055 | 56940 | 3938223 | 3938223 | 543192 |
Largest Losing Trade | -133665 | -40797 | -133665 | -1470581 | -628406 | -1470581 |
Avg Bars in Trades | 108 | 109 | 106 | 108 | 109 | 106 |
Avg Bars in Winners | 104 | 96 | 113 | 106 | 100 | 112 |
Avg Bars in Losers | 113 | 134 | 95 | 110 | 123 | 97 |
Bars Traded | 7128 | 3610 | 3518 | 7128 | 3610 | 3518 |
Profit Streak | 109.5378 | 109.5378 | 188.5378 | 109.5378 | 109.5378 | 188.5378 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -279870 | -145947 | -578839 | -123528 | 601733 | -578839 |
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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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