Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 764296.5905 | 666626.2915 | 97670.299 | 3857974.5922 | 4800870.2256 | -942895.6334 |
Total P&L (%) | 764.2966 | 666.6263 | 97.6703 | 3857.9746 | 4800.8702 | -942.8956 |
Avg Daily Profit (%) | 0.3057 | 0.2667 | 0.0391 | 0.1472 | 0.1558 | 0 |
Buy And Hold Return (%) | 855.1769 | 855.1769 | 855.1769 | 855.1769 | 855.1769 | 855.1769 |
Max Trade Drawdown | -67099 | -60986 | -60990 | -2045510 | -238638 | -1889542 |
Profit Factor | 3.7097 | 5.5367 | 1.7228 | 2.2559 | 7.7789 | 0.6011 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 69.2308 | 68.75 | 69.697 | 69.2308 | 68.75 | 69.697 |
Ratio Avg Win / Avg Loss | 1.6487 | 2.5167 | 0.7491 | 1.0026 | 3.5359 | 0.2613 |
Largest Winning Trade | 352158 | 352158 | 28160 | 4085722 | 4085722 | 308182 |
Largest Losing Trade | -60990 | -55924 | -60990 | -1828997 | -238638 | -1828997 |
Avg Bars in Trades | 69 | 121 | 19 | 69 | 121 | 19 |
Avg Bars in Winners | 60 | 100 | 22 | 60 | 100 | 22 |
Avg Bars in Losers | 91 | 167 | 14 | 91 | 167 | 14 |
Bars Traded | 4549 | 3893 | 656 | 4549 | 3893 | 656 |
Profit Streak | 23.9679 | 23.9679 | 30.9679 | 23.9679 | 23.9679 | 30.9679 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -282029 | -146038 | -302199 | -126695 | 655458 | -576971 |
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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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