Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756382.144 | 631875.0627 | 124507.0814 | 9086895.7874 | 9313751.9593 | -226856.1719 |
Total P&L (%) | 756.3821 | 631.8751 | 124.5071 | 9086.8958 | 9313.752 | -226.8562 |
Avg Daily Profit (%) | 0.3024 | 0.2526 | 0.0498 | 0.1809 | 0.1819 | 0 |
Buy And Hold Return (%) | 883.6213 | 883.6213 | 883.6213 | 883.6213 | 883.6213 | 883.6213 |
Max Trade Drawdown | -71282 | -63938 | -82164 | -1391451 | -584111 | -1702346 |
Profit Factor | 3.0513 | 5.3586 | 1.5564 | 3.0912 | 9.623 | 0.9305 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 63.6364 | 69.697 | 57.5758 | 63.6364 | 69.697 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.7436 | 2.3298 | 1.1469 | 1.7664 | 4.1839 | 0.6857 |
Largest Winning Trade | 192292 | 192292 | 49035 | 3680931 | 3680931 | 643896 |
Largest Losing Trade | -67162 | -43836 | -67162 | -829993 | -221045 | -829993 |
Avg Bars in Trades | 68 | 79 | 56 | 68 | 79 | 56 |
Avg Bars in Winners | 77 | 71 | 85 | 77 | 71 | 85 |
Avg Bars in Losers | 51 | 96 | 18 | 51 | 96 | 18 |
Bars Traded | 4489 | 2610 | 1879 | 4489 | 2610 | 1879 |
Profit Streak | 295.695 | 527.695 | 295.695 | 295.695 | 527.695 | 295.695 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -276377 | -145316 | -288630 | -111561 | 731751 | -578852 |
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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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