Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 743587.2124 | 685254.3403 | 58332.8721 | 2836288.0169 | 5087781.7771 | -2251493.7602 |
Total P&L (%) | 743.5872 | 685.2543 | 58.3329 | 2836.288 | 5087.7818 | -2251.4938 |
Avg Daily Profit (%) | 0.2973 | 0.2739 | 0.0233 | 0.1352 | 0.158 | 0 |
Buy And Hold Return (%) | 830.3523 | 830.3523 | 830.3523 | 830.3523 | 830.3523 | 830.3523 |
Max Trade Drawdown | -128477 | -45459 | -118599 | -4328358 | -1862048 | -4815357 |
Profit Factor | 2.7965 | 5.7082 | 1.2174 | 1.2716 | 2.3242 | 0.6589 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 50.8197 | 53.3333 | 48.3871 | 50.8197 | 53.3333 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.7062 | 4.9946 | 1.2985 | 1.2306 | 2.0337 | 0.7028 |
Largest Winning Trade | 253485 | 253485 | 53852 | 2706687 | 2706687 | 1429018 |
Largest Losing Trade | -66511 | -39734 | -66511 | -2208440 | -1629377 | -2208440 |
Avg Bars in Trades | 79 | 83 | 75 | 79 | 83 | 75 |
Avg Bars in Winners | 93 | 90 | 96 | 93 | 90 | 96 |
Avg Bars in Losers | 64 | 75 | 55 | 64 | 75 | 55 |
Bars Traded | 4840 | 2498 | 2342 | 4840 | 2498 | 2342 |
Profit Streak | 80.3031 | 169.3031 | 80.3031 | 80.3031 | 169.3031 | 80.3031 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -316502 | -147441 | -328022 | -179886 | 463500 | -580887 |
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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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