Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 817594.5162 | 708554.0586 | 109040.4576 | 823878.9462 | 5487166.17 | -4663287.2239 |
Total P&L (%) | 817.5945 | 708.5541 | 109.0405 | 823.8789 | 5487.1662 | -4663.2872 |
Avg Daily Profit (%) | 0.3269 | 0.2833 | 0.0436 | 0.0889 | 0.161 | 0 |
Buy And Hold Return (%) | 835.5929 | 835.5929 | 835.5929 | 835.5929 | 835.5929 | 835.5929 |
Max Trade Drawdown | -95403 | -66299 | -95403 | -3555428 | -207435 | -5539967 |
Profit Factor | 3.0885 | 5.7853 | 1.448 | 1.1191 | 11.7053 | 0.2721 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.5442 | 2.8926 | 0.724 | 0.5595 | 5.8527 | 0.1361 |
Largest Winning Trade | 169302 | 169302 | 63427 | 2103226 | 2103226 | 621033 |
Largest Losing Trade | -95403 | -44328 | -95403 | -3533141 | -137752 | -3533141 |
Avg Bars in Trades | 65 | 71 | 59 | 65 | 71 | 59 |
Avg Bars in Winners | 65 | 70 | 60 | 65 | 70 | 60 |
Avg Bars in Losers | 65 | 72 | 57 | 65 | 72 | 57 |
Bars Traded | 4702 | 2569 | 2133 | 4702 | 2569 | 2133 |
Profit Streak | 72.208 | 95.708 | 72.208 | 72.208 | 95.708 | 72.208 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -230718 | -145140 | -298414 | -410763 | 700575 | -578061 |
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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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