Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795479.1534 | 697787.1271 | 97692.0263 | 3582424.7464 | 4245536.8579 | -663112.1115 |
Total P&L (%) | 795.4792 | 697.7871 | 97.692 | 3582.4247 | 4245.5369 | -663.1121 |
Avg Daily Profit (%) | 0.3181 | 0.279 | 0.0391 | 0.1443 | 0.1509 | 0 |
Buy And Hold Return (%) | 849.2842 | 849.2842 | 849.2842 | 849.2842 | 849.2842 | 849.2842 |
Max Trade Drawdown | -124794 | -76619 | -85056 | -1725322 | -906696 | -1357538 |
Profit Factor | 3.2832 | 5.8637 | 1.4767 | 1.8746 | 4.4506 | 0.7686 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 65 | 63.3333 | 66.6667 | 65 | 63.3333 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.7679 | 3.3948 | 0.7384 | 1.0094 | 2.5766 | 0.3843 |
Largest Winning Trade | 362253 | 362253 | 45735 | 1863233 | 1863233 | 412508 |
Largest Losing Trade | -67049 | -40486 | -67049 | -1246106 | -462501 | -1246106 |
Avg Bars in Trades | 74 | 88 | 61 | 74 | 88 | 61 |
Avg Bars in Winners | 86 | 101 | 71 | 86 | 101 | 71 |
Avg Bars in Losers | 53 | 66 | 40 | 53 | 66 | 40 |
Bars Traded | 4487 | 2655 | 1832 | 4487 | 2655 | 1832 |
Profit Streak | 522.7445 | 527.7445 | 522.7445 | 522.7445 | 527.7445 | 522.7445 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -320605 | -145603 | -303557 | -169731 | 601537 | -577329 |
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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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