Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541158.7139 | 495449.5361 | 45709.1778 | -1668827.8935 | 3975516.917 | -5644344.8105 |
Total P&L (%) | 541.1587 | 495.4495 | 45.7092 | -1668.8279 | 3975.5169 | -5644.3448 |
Avg Daily Profit (%) | 0.2164 | 0.1981 | 0.0183 | 0 | 0.1484 | 0 |
Buy And Hold Return (%) | 758.1423 | 758.1423 | 758.1423 | 758.1423 | 758.1423 | 758.1423 |
Max Trade Drawdown | -117947 | -43783 | -133900 | -6951122 | -337120 | -7234671 |
Profit Factor | 2.6432 | 7.3521 | 1.1819 | 0.803 | 6.1067 | 0.2662 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 41 | 21 | 20 | 38 | 19 | 19 |
Losing Trades | 25 | 12 | 13 | 28 | 14 | 14 |
Profitability (%) | 62.1212 | 63.6364 | 60.6061 | 57.5758 | 57.5758 | 57.5758 |
Ratio Avg Win / Avg Loss | 1.6117 | 4.2012 | 0.7682 | 0.5917 | 4.4997 | 0.1961 |
Largest Winning Trade | 189870 | 189870 | 40702 | 2266913 | 2266913 | 496611 |
Largest Losing Trade | -117947 | -19902 | -117947 | -6344996 | -306985 | -6344996 |
Avg Bars in Trades | 68 | 59 | 77 | 68 | 59 | 77 |
Avg Bars in Winners | 67 | 48 | 87 | 68 | 47 | 90 |
Avg Bars in Losers | 70 | 78 | 63 | 68 | 76 | 60 |
Bars Traded | 4533 | 1968 | 2565 | 4533 | 1968 | 2565 |
Profit Streak | 94.4125 | 98.4125 | 0 | 0 | 0 | 105.9125 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -278927 | -147341 | -354999 | -708295 | 495735 | -579259 |
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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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