Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626465.3182 | 570309.9312 | 56155.3871 | 121840.8773 | 4414154.1138 | -4292313.2366 |
Total P&L (%) | 626.4653 | 570.3099 | 56.1554 | 121.8409 | 4414.1541 | -4292.3132 |
Avg Daily Profit (%) | 0.2505 | 0.2281 | 0.0225 | 0.0319 | 0.1525 | 0 |
Buy And Hold Return (%) | 826.333 | 826.333 | 826.333 | 826.333 | 826.333 | 826.333 |
Max Trade Drawdown | -103430 | -67157 | -123093 | -4561908 | -797603 | -5557899 |
Profit Factor | 2.4926 | 5.5799 | 1.1902 | 1.0147 | 3.8592 | 0.3612 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 67.6056 | 65.7143 | 69.4444 | 67.6056 | 65.7143 | 69.4444 |
Ratio Avg Win / Avg Loss | 1.1944 | 2.9112 | 0.5237 | 0.4862 | 2.0135 | 0.1589 |
Largest Winning Trade | 105559 | 105559 | 54148 | 2403951 | 2403951 | 606579 |
Largest Losing Trade | -97246 | -52405 | -97246 | -4410419 | -603539 | -4410419 |
Avg Bars in Trades | 66 | 76 | 56 | 66 | 76 | 56 |
Avg Bars in Winners | 67 | 66 | 68 | 67 | 66 | 68 |
Avg Bars in Losers | 64 | 95 | 29 | 64 | 95 | 29 |
Bars Traded | 4721 | 2670 | 2051 | 4721 | 2670 | 2051 |
Profit Streak | 56.7203 | 91.7203 | 56.7203 | 56.7203 | 91.7203 | 56.7203 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -241405 | -146292 | -338495 | -609802 | 592971 | -577698 |
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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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