Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713259.5954 | 680615.5436 | 32644.0518 | 2078656.6531 | 4208683.2089 | -2130026.5558 |
Total P&L (%) | 713.2596 | 680.6155 | 32.6441 | 2078.6567 | 4208.6832 | -2130.0266 |
Avg Daily Profit (%) | 0.2852 | 0.2722 | 0.0131 | 0.1233 | 0.1506 | 0 |
Buy And Hold Return (%) | 748.9872 | 748.9872 | 748.9872 | 748.9872 | 748.9872 | 748.9872 |
Max Trade Drawdown | -115280 | -69212 | -103611 | -2955174 | -1864163 | -3027766 |
Profit Factor | 2.5867 | 5.0077 | 1.1167 | 1.2564 | 2.3448 | 0.572 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 46.875 | 50 | 43.75 | 46.875 | 50 | 43.75 |
Ratio Avg Win / Avg Loss | 2.9316 | 5.0077 | 1.4358 | 1.424 | 2.3448 | 0.7354 |
Largest Winning Trade | 272787 | 272787 | 55052 | 2943786 | 2943786 | 760714 |
Largest Losing Trade | -50798 | -25580 | -50798 | -1690052 | -868724 | -1690052 |
Avg Bars in Trades | 74 | 78 | 70 | 74 | 78 | 70 |
Avg Bars in Winners | 95 | 97 | 94 | 95 | 97 | 94 |
Avg Bars in Losers | 56 | 59 | 52 | 56 | 59 | 52 |
Bars Traded | 4776 | 2507 | 2269 | 4776 | 2507 | 2269 |
Profit Streak | 72.835 | 106.335 | 0 | 72.835 | 106.335 | 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 | -296236 | -148793 | -435786 | -175635 | 420830 | -583240 |
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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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