Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 884017.5132 | 763699.5366 | 120317.9766 | -2427328.3755 | 19263853.0507 | -21691181.4261 |
Total P&L (%) | 884.0175 | 763.6995 | 120.318 | -2427.3284 | 19263.8531 | -21691.1814 |
Avg Daily Profit (%) | 0.3536 | 0.3054 | 0.0481 | 0 | 0.2108 | 0 |
Buy And Hold Return (%) | 962.2451 | 962.2451 | 962.2451 | 962.2451 | 962.2451 | 962.2451 |
Max Trade Drawdown | -161631 | -77419 | -114218 | -24826507 | -3126654 | -24824563 |
Profit Factor | 3.0207 | 5.2987 | 1.4631 | 0.9307 | 4.5509 | 0.2678 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 48 | 23 | 25 | 46 | 23 | 23 |
Losing Trades | 22 | 12 | 10 | 24 | 12 | 12 |
Profitability (%) | 68.5714 | 65.7143 | 71.4286 | 65.7143 | 65.7143 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.3845 | 2.7646 | 0.5852 | 0.4856 | 2.3744 | 0.1397 |
Largest Winning Trade | 213065 | 213065 | 40969 | 15050126 | 15050126 | 1173473 |
Largest Losing Trade | -105815 | -44866 | -105815 | -23807672 | -1858572 | -23807672 |
Avg Bars in Trades | 102 | 102 | 103 | 102 | 102 | 103 |
Avg Bars in Winners | 95 | 95 | 94 | 93 | 92 | 95 |
Avg Bars in Losers | 119 | 116 | 123 | 119 | 122 | 116 |
Bars Traded | 7195 | 3590 | 3605 | 7195 | 3590 | 3605 |
Profit Streak | 162.0829 | 162.0829 | 193.4163 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -246449 | -145831 | -290881 | -677240 | 634439 | -578750 |
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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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