Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795117.533 | 754922.6679 | 40194.8651 | 2409581.9602 | 4309415.3414 | -1899833.3813 |
Total P&L (%) | 795.1175 | 754.9227 | 40.1949 | 2409.582 | 4309.4153 | -1899.8334 |
Avg Daily Profit (%) | 0.3179 | 0.3018 | 0.0161 | 0.1289 | 0.1515 | 0 |
Buy And Hold Return (%) | 859.4281 | 859.4281 | 859.4281 | 859.4281 | 859.4281 | 859.4281 |
Max Trade Drawdown | -140573 | -73352 | -109831 | -4107989 | -2255562 | -3674780 |
Profit Factor | 2.7648 | 5.5251 | 1.1417 | 1.2493 | 2.1224 | 0.6739 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 45.3125 | 46.875 | 43.75 | 45.3125 | 46.875 | 43.75 |
Ratio Avg Win / Avg Loss | 3.3369 | 6.2618 | 1.4679 | 1.5078 | 2.4054 | 0.8665 |
Largest Winning Trade | 305375 | 305375 | 58711 | 2787239 | 2787239 | 1180034 |
Largest Losing Trade | -67811 | -23720 | -67811 | -1553114 | -705652 | -1553114 |
Avg Bars in Trades | 71 | 72 | 70 | 71 | 72 | 70 |
Avg Bars in Winners | 94 | 89 | 99 | 94 | 89 | 99 |
Avg Bars in Losers | 53 | 57 | 48 | 53 | 57 | 48 |
Bars Traded | 4596 | 2327 | 2269 | 4596 | 2327 | 2269 |
Profit Streak | 76.5407 | 112.5407 | 0 | 76.5407 | 112.5407 | 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 | -296498 | -149374 | -404298 | -167912 | 347443 | -583240 |
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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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