Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691288.0478 | 627727.9376 | 63560.1101 | -61685.8852 | 4392504.8381 | -4454190.7233 |
Total P&L (%) | 691.288 | 627.7279 | 63.5601 | -61.6859 | 4392.5048 | -4454.1907 |
Avg Daily Profit (%) | 0.2765 | 0.251 | 0.0254 | -0.0384 | 0.1523 | 0 |
Buy And Hold Return (%) | 883.9301 | 883.9301 | 883.9301 | 883.9301 | 883.9301 | 883.9301 |
Max Trade Drawdown | -103083 | -51053 | -118913 | -4876641 | -1024132 | -5830844 |
Profit Factor | 2.5007 | 4.6699 | 1.2195 | 0.9935 | 3.2345 | 0.41 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 57.7465 | 51.4286 | 63.8889 | 57.7465 | 51.4286 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.8298 | 4.4104 | 0.6893 | 0.727 | 3.0548 | 0.2317 |
Largest Winning Trade | 153562 | 153562 | 37557 | 2961601 | 2961601 | 479541 |
Largest Losing Trade | -99713 | -35232 | -99713 | -4876168 | -584898 | -4876168 |
Avg Bars in Trades | 65 | 66 | 65 | 65 | 66 | 65 |
Avg Bars in Winners | 62 | 68 | 58 | 62 | 68 | 58 |
Avg Bars in Losers | 69 | 63 | 77 | 69 | 63 | 77 |
Bars Traded | 4658 | 2312 | 2346 | 4658 | 2312 | 2346 |
Profit Streak | 170.4356 | 170.4356 | 233.9356 | 170.4356 | 170.4356 | 233.9356 |
Trades During Streak | 5 | 2 | 4 | 5 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -240904 | -148607 | -323589 | -669362 | 489433 | -577600 |
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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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