Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 740298.9596 | 670648.6725 | 69650.287 | 320327.9859 | 7476561.3934 | -7156233.4075 |
Total P&L (%) | 740.299 | 670.6487 | 69.6503 | 320.328 | 7476.5614 | -7156.2334 |
Avg Daily Profit (%) | 0.2961 | 0.2682 | 0.0279 | 0.0574 | 0.1732 | 0 |
Buy And Hold Return (%) | 851.1366 | 851.1366 | 851.1366 | 851.1366 | 851.1366 | 851.1366 |
Max Trade Drawdown | -120518 | -77992 | -103298 | -8080241 | -390796 | -8027542 |
Profit Factor | 2.628 | 4.9679 | 1.2438 | 1.0307 | 9.7429 | 0.2531 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 64.7059 | 67.6471 | 61.7647 | 64.7059 | 67.6471 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.4334 | 2.3759 | 0.77 | 0.5622 | 4.6597 | 0.1567 |
Largest Winning Trade | 159880 | 159880 | 62028 | 4782306 | 4782306 | 504616 |
Largest Losing Trade | -96319 | -50086 | -96319 | -8009862 | -212161 | -8009862 |
Avg Bars in Trades | 106 | 111 | 102 | 106 | 111 | 102 |
Avg Bars in Winners | 98 | 89 | 107 | 98 | 89 | 107 |
Avg Bars in Losers | 121 | 155 | 93 | 121 | 155 | 93 |
Bars Traded | 7247 | 3774 | 3473 | 7247 | 3774 | 3473 |
Profit Streak | 98.2213 | 133.2213 | 98.2213 | 98.2213 | 133.2213 | 98.2213 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -263652 | -146546 | -321301 | -581059 | 690345 | -578710 |
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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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