Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850396.1895 | 775612.4987 | 74783.6908 | 4610626.9632 | 8473317.8391 | -3862690.876 |
Total P&L (%) | 850.3962 | 775.6125 | 74.7837 | 4610.627 | 8473.3178 | -3862.6909 |
Avg Daily Profit (%) | 0.3401 | 0.3102 | 0.0299 | 0.1542 | 0.1782 | 0 |
Buy And Hold Return (%) | 714.8219 | 714.8219 | 714.8219 | 714.8219 | 714.8219 | 714.8219 |
Max Trade Drawdown | -75784 | -55421 | -76671 | -5184913 | -1620502 | -5505231 |
Profit Factor | 2.8458 | 4.9371 | 1.2836 | 1.366 | 2.7816 | 0.5075 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 55.7143 | 57.1429 | 54.2857 | 55.7143 | 57.1429 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.2621 | 3.7028 | 1.0809 | 1.0858 | 2.0862 | 0.4274 |
Largest Winning Trade | 320210 | 320210 | 59877 | 6438885 | 6438885 | 905012 |
Largest Losing Trade | -55806 | -26122 | -55806 | -3814290 | -1120592 | -3814290 |
Avg Bars in Trades | 102 | 110 | 94 | 102 | 110 | 94 |
Avg Bars in Winners | 118 | 120 | 116 | 118 | 120 | 116 |
Avg Bars in Losers | 81 | 96 | 67 | 81 | 96 | 67 |
Bars Traded | 7163 | 3865 | 3298 | 7163 | 3865 | 3298 |
Profit Streak | 145.8616 | 162.8616 | 145.8616 | 145.8616 | 162.8616 | 145.8616 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188511 | -120709 | -317601 | -88641 | 541516 | -579659 |
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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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