Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766641.1034 | 645457.1213 | 121183.9822 | 7846138.2244 | 12627144.2078 | -4781005.9834 |
Total P&L (%) | 766.6411 | 645.4571 | 121.184 | 7846.1382 | 12627.1442 | -4781.006 |
Avg Daily Profit (%) | 0.3066 | 0.2581 | 0.0485 | 0.1751 | 0.194 | 0 |
Buy And Hold Return (%) | 913.8249 | 913.8249 | 913.8249 | 913.8249 | 913.8249 | 913.8249 |
Max Trade Drawdown | -71282 | -24141 | -82164 | -5286623 | -458331 | -5254685 |
Profit Factor | 3.4851 | 12.5977 | 1.4793 | 1.851 | 15.2399 | 0.4263 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 63.3333 | 66.6667 | 60 | 63.3333 | 66.6667 | 60 |
Ratio Avg Win / Avg Loss | 2.0177 | 6.2989 | 0.9862 | 1.0716 | 7.62 | 0.2842 |
Largest Winning Trade | 180462 | 180462 | 62132 | 6780291 | 6780291 | 593104 |
Largest Losing Trade | -67162 | -19506 | -67162 | -3440832 | -372891 | -3440832 |
Avg Bars in Trades | 74 | 88 | 60 | 74 | 88 | 60 |
Avg Bars in Winners | 75 | 74 | 76 | 75 | 74 | 76 |
Avg Bars in Losers | 73 | 116 | 37 | 73 | 116 | 37 |
Bars Traded | 4488 | 2668 | 1820 | 4488 | 2668 | 1820 |
Profit Streak | 95.1214 | 101.6214 | 0 | 95.1214 | 101.6214 | 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 | -321374 | -146041 | -293203 | -160985 | 690776 | -579529 |
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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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