Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 548917.1534 | 491085.8106 | 57831.3428 | 594678.2274 | 5191371.921 | -4596693.6936 |
Total P&L (%) | 548.9172 | 491.0858 | 57.8313 | 594.6782 | 5191.3719 | -4596.6937 |
Avg Daily Profit (%) | 0.2195 | 0.1964 | 0.0231 | 0.0775 | 0.1588 | 0 |
Buy And Hold Return (%) | 848.4888 | 848.4888 | 848.4888 | 848.4888 | 848.4888 | 848.4888 |
Max Trade Drawdown | -92912 | -76605 | -92912 | -5187448 | -654086 | -5187448 |
Profit Factor | 2.6294 | 5.9566 | 1.2432 | 1.0772 | 6.9921 | 0.3277 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 72.1311 | 73.3333 | 70.9677 | 72.1311 | 73.3333 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.0159 | 2.166 | 0.5086 | 0.4162 | 2.5426 | 0.1341 |
Largest Winning Trade | 108316 | 108316 | 33509 | 2903019 | 2903019 | 425175 |
Largest Losing Trade | -92912 | -39731 | -92912 | -5187448 | -348053 | -5187448 |
Avg Bars in Trades | 77 | 78 | 76 | 77 | 78 | 76 |
Avg Bars in Winners | 71 | 72 | 70 | 71 | 72 | 70 |
Avg Bars in Losers | 92 | 93 | 91 | 92 | 93 | 91 |
Bars Traded | 4732 | 2352 | 2380 | 4732 | 2352 | 2380 |
Profit Streak | 193.91 | 454.41 | 193.91 | 193.91 | 454.41 | 193.91 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -315414 | -145322 | -326023 | -553796 | 719838 | -577125 |
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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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