Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758255.0136 | 719210.2442 | 39044.7694 | 1923794.6847 | 4817935.92 | -2894141.2352 |
Total P&L (%) | 758.255 | 719.2102 | 39.0448 | 1923.7947 | 4817.9359 | -2894.1412 |
Avg Daily Profit (%) | 0.3032 | 0.2876 | 0.0156 | 0.1203 | 0.1559 | 0 |
Buy And Hold Return (%) | 992.2807 | 992.2807 | 992.2807 | 992.2807 | 992.2807 | 992.2807 |
Max Trade Drawdown | -93238 | -52685 | -125282 | -3114219 | -1394760 | -4634925 |
Profit Factor | 2.5911 | 5.1714 | 1.1284 | 1.2079 | 2.5962 | 0.536 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 44.2857 | 45.7143 | 42.8571 | 44.2857 | 45.7143 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.2598 | 6.1411 | 1.5045 | 1.5196 | 3.083 | 0.7146 |
Largest Winning Trade | 293833 | 293833 | 56722 | 2438047 | 2438047 | 904292 |
Largest Losing Trade | -69166 | -23766 | -69166 | -2722675 | -594712 | -2722675 |
Avg Bars in Trades | 98 | 94 | 102 | 98 | 94 | 102 |
Avg Bars in Winners | 136 | 124 | 148 | 136 | 124 | 148 |
Avg Bars in Losers | 68 | 69 | 67 | 68 | 69 | 67 |
Bars Traded | 6885 | 3305 | 3580 | 6885 | 3305 | 3580 |
Profit Streak | 106.3785 | 106.3785 | 239.7118 | 106.3785 | 106.3785 | 239.7118 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -251958 | -150185 | -417397 | -138640 | 361256 | -582211 |
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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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