Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697543.3658 | 634323.7542 | 63219.6116 | 3996104.8862 | 4320271.1508 | -324166.2646 |
Total P&L (%) | 697.5434 | 634.3238 | 63.2196 | 3996.1049 | 4320.2712 | -324.1663 |
Avg Daily Profit (%) | 0.279 | 0.2537 | 0.0253 | 0.1486 | 0.1516 | 0 |
Buy And Hold Return (%) | 926.3787 | 926.3787 | 926.3787 | 926.3787 | 926.3787 | 926.3787 |
Max Trade Drawdown | -101564 | -49894 | -84881 | -1351897 | -569832 | -1331721 |
Profit Factor | 3.2762 | 5.478 | 1.3836 | 2.3189 | 4.4737 | 0.8185 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 59.7015 | 57.5758 | 61.7647 | 59.7015 | 57.5758 | 61.7647 |
Ratio Avg Win / Avg Loss | 2.2114 | 4.0364 | 0.8565 | 1.5652 | 3.2964 | 0.5067 |
Largest Winning Trade | 314632 | 314632 | 43103 | 3734216 | 3734216 | 287122 |
Largest Losing Trade | -64782 | -25223 | -64782 | -784988 | -327097 | -784988 |
Avg Bars in Trades | 85 | 117 | 55 | 85 | 117 | 55 |
Avg Bars in Winners | 86 | 111 | 63 | 86 | 111 | 63 |
Avg Bars in Losers | 85 | 125 | 42 | 85 | 125 | 42 |
Bars Traded | 5754 | 3862 | 1892 | 5754 | 3862 | 1892 |
Profit Streak | 134.6746 | 0 | 209.008 | 134.6746 | 0 | 209.008 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -269975 | -148178 | -323842 | -110962 | 516901 | -578678 |
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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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