Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 704454.0883 | 649243.9749 | 55210.1133 | 3596265.4393 | 4290771.7859 | -694506.3466 |
Total P&L (%) | 704.4541 | 649.244 | 55.2101 | 3596.2654 | 4290.7718 | -694.5063 |
Avg Daily Profit (%) | 0.2817 | 0.2596 | 0.0221 | 0.1445 | 0.1514 | 0 |
Buy And Hold Return (%) | 728.4691 | 728.4691 | 728.4691 | 728.4691 | 728.4691 | 728.4691 |
Max Trade Drawdown | -84126 | -38392 | -84674 | -1124606 | -153971 | -1962548 |
Profit Factor | 3.0446 | 8.1748 | 1.2173 | 2.0349 | 8.1503 | 0.7584 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 42.623 | 48.3871 | 36.6667 | 42.623 | 48.3871 | 36.6667 |
Ratio Avg Win / Avg Loss | 4.0985 | 8.7198 | 2.1026 | 2.7393 | 8.6936 | 1.31 |
Largest Winning Trade | 289330 | 289330 | 57307 | 2603547 | 2603547 | 590219 |
Largest Losing Trade | -41421 | -11893 | -41421 | -1051345 | -136572 | -1051345 |
Avg Bars in Trades | 75 | 25 | 127 | 75 | 25 | 127 |
Avg Bars in Winners | 111 | 37 | 211 | 111 | 37 | 211 |
Avg Bars in Losers | 49 | 13 | 79 | 49 | 13 | 79 |
Bars Traded | 4613 | 785 | 3828 | 4613 | 785 | 3828 |
Profit Streak | 78.7144 | 130.2144 | 0 | 78.7144 | 130.2144 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -319814 | -148523 | -333687 | -165870 | 561195 | -584344 |
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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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