Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 734253.9397 | 672725.013 | 61528.9267 | 3388722.0939 | 4794508.0933 | -1405785.9994 |
Total P&L (%) | 734.2539 | 672.725 | 61.5289 | 3388.7221 | 4794.5081 | -1405.786 |
Avg Daily Profit (%) | 0.2936 | 0.269 | 0.0246 | 0.1422 | 0.1557 | 0 |
Buy And Hold Return (%) | 893.7095 | 893.7095 | 893.7095 | 893.7095 | 893.7095 | 893.7095 |
Max Trade Drawdown | -146849 | -35937 | -110924 | -4061494 | -588131 | -3682545 |
Profit Factor | 3.1042 | 6.9539 | 1.2608 | 1.4951 | 3.8362 | 0.7273 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 45.9459 | 48.6486 | 43.2432 | 45.9459 | 48.6486 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.652 | 7.3402 | 1.6547 | 1.7589 | 4.0493 | 0.9545 |
Largest Winning Trade | 291135 | 291135 | 57899 | 2286096 | 2286096 | 1185505 |
Largest Losing Trade | -65835 | -23046 | -65835 | -1636593 | -386912 | -1636593 |
Avg Bars in Trades | 62 | 62 | 62 | 62 | 62 | 62 |
Avg Bars in Winners | 101 | 100 | 101 | 101 | 100 | 101 |
Avg Bars in Losers | 29 | 25 | 32 | 29 | 25 | 32 |
Bars Traded | 4619 | 2303 | 2316 | 4619 | 2303 | 2316 |
Profit Streak | 67.2609 | 84.2609 | 0 | 67.2609 | 84.2609 | 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 | -220804 | -148583 | -327441 | -72662 | 487747 | -583400 |
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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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