Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 598305.1631 | 648638.3035 | -50333.1404 | 3750030.832 | 3873187.4654 | -123156.6333 |
Total P&L (%) | 598.3052 | 648.6383 | -50.3331 | 3750.0308 | 3873.1875 | -123.1566 |
Avg Daily Profit (%) | 0.2392 | 0.2594 | -0.0201 | 0.1461 | 0.1473 | 0 |
Buy And Hold Return (%) | 818.1109 | 818.1109 | 818.1109 | 818.1109 | 818.1109 | 818.1109 |
Max Trade Drawdown | -179585 | -45081 | -237672 | -1208110 | -511219 | -1044925 |
Profit Factor | 2.1012 | 5.9175 | 0.8777 | 2.0106 | 3.6831 | 0.9457 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 44 | 21 | 23 | 42 | 19 | 23 |
Losing Trades | 23 | 12 | 11 | 25 | 14 | 11 |
Profitability (%) | 65.6716 | 63.6364 | 67.6471 | 62.6866 | 57.5758 | 67.6471 |
Ratio Avg Win / Avg Loss | 1.0984 | 3.3814 | 0.4197 | 1.1968 | 2.7139 | 0.4523 |
Largest Winning Trade | 353312 | 353312 | 51925 | 2918021 | 2918021 | 834249 |
Largest Losing Trade | -164842 | -36181 | -164842 | -690602 | -511219 | -690602 |
Avg Bars in Trades | 70 | 74 | 67 | 70 | 74 | 67 |
Avg Bars in Winners | 72 | 71 | 73 | 73 | 74 | 72 |
Avg Bars in Losers | 67 | 79 | 54 | 65 | 74 | 55 |
Bars Traded | 4737 | 2450 | 2287 | 4737 | 2450 | 2287 |
Profit Streak | 198.8963 | 228.8963 | 198.8963 | 198.8963 | 228.8963 | 198.8963 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -272101 | -146048 | -577531 | -114585 | 404955 | -577531 |
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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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