Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 873193.4441 | 726806.0333 | 146387.4108 | 4928492.6174 | 13625959.4562 | -8697466.8388 |
Total P&L (%) | 873.1934 | 726.806 | 146.3874 | 4928.4926 | 13625.9595 | -8697.4668 |
Avg Daily Profit (%) | 0.3492 | 0.2907 | 0.0585 | 0.1568 | 0.197 | 0 |
Buy And Hold Return (%) | 864.2798 | 864.2798 | 864.2798 | 864.2798 | 864.2798 | 864.2798 |
Max Trade Drawdown | -91685 | -54469 | -86602 | -10328227 | -778773 | -10543734 |
Profit Factor | 3.6539 | 8.0421 | 1.6483 | 1.3371 | 9.9012 | 0.3356 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Profitability (%) | 65.6716 | 66.6667 | 64.7059 | 65.6716 | 66.6667 | 64.7059 |
Ratio Avg Win / Avg Loss | 1.91 | 4.0211 | 0.8991 | 0.6989 | 4.9506 | 0.1831 |
Largest Winning Trade | 160786 | 160786 | 63248 | 7732414 | 7732414 | 826540 |
Largest Losing Trade | -85793 | -47377 | -85793 | -10304840 | -444390 | -10304840 |
Avg Bars in Trades | 70 | 77 | 64 | 70 | 77 | 64 |
Avg Bars in Winners | 71 | 70 | 73 | 71 | 70 | 73 |
Avg Bars in Losers | 69 | 91 | 48 | 69 | 91 | 48 |
Bars Traded | 4745 | 2553 | 2192 | 4745 | 2553 | 2192 |
Profit Streak | 117.6421 | 117.6421 | 199.6421 | 117.6421 | 117.6421 | 199.6421 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -264064 | -145737 | -277317 | -112168 | 692657 | -577912 |
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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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