Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702457.8911 | 583718.2041 | 118739.687 | 5872366.4401 | 6361180.5247 | -488814.0846 |
Total P&L (%) | 702.4579 | 583.7182 | 118.7397 | 5872.3664 | 6361.1805 | -488.8141 |
Avg Daily Profit (%) | 0.2809 | 0.2334 | 0.0475 | 0.1637 | 0.1668 | 0 |
Buy And Hold Return (%) | 848.6395 | 848.6395 | 848.6395 | 848.6395 | 848.6395 | 848.6395 |
Max Trade Drawdown | -82452 | -66992 | -66949 | -1882120 | -522893 | -2046920 |
Profit Factor | 2.8624 | 4.4651 | 1.5689 | 2.3183 | 5.9666 | 0.846 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 63.3803 | 65.7143 | 61.1111 | 63.3803 | 65.7143 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.6538 | 2.3296 | 0.9984 | 1.3395 | 3.113 | 0.5383 |
Largest Winning Trade | 173835 | 173835 | 46131 | 2921597 | 2921597 | 775336 |
Largest Losing Trade | -66949 | -43637 | -66949 | -1347126 | -305238 | -1347126 |
Avg Bars in Trades | 64 | 77 | 52 | 64 | 77 | 52 |
Avg Bars in Winners | 74 | 70 | 78 | 74 | 70 | 78 |
Avg Bars in Losers | 48 | 91 | 11 | 48 | 91 | 11 |
Bars Traded | 4600 | 2717 | 1883 | 4600 | 2717 | 1883 |
Profit Streak | 289.7646 | 289.7646 | 294.2646 | 289.7646 | 289.7646 | 294.2646 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -239458 | -147056 | -292435 | -76897 | 693125 | -577992 |
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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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