Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 692379.6232 | 593012.9164 | 99366.7067 | 1478733.0188 | 9479126.6256 | -8000393.6068 |
Total P&L (%) | 692.3796 | 593.0129 | 99.3667 | 1478.733 | 9479.1266 | -8000.3936 |
Avg Daily Profit (%) | 0.2769 | 0.2372 | 0.0397 | 0.1104 | 0.1826 | 0 |
Buy And Hold Return (%) | 830.4663 | 830.4663 | 830.4663 | 830.4663 | 830.4663 | 830.4663 |
Max Trade Drawdown | -91719 | -60723 | -102262 | -8797304 | -1641008 | -11001848 |
Profit Factor | 3.0869 | 7.6761 | 1.409 | 1.0938 | 5.1062 | 0.4052 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 70 | 66.6667 | 73.3333 | 70 | 66.6667 | 73.3333 |
Ratio Avg Win / Avg Loss | 1.3229 | 3.838 | 0.5124 | 0.4688 | 2.5531 | 0.1473 |
Largest Winning Trade | 138020 | 138020 | 34385 | 5561817 | 5561817 | 787622 |
Largest Losing Trade | -91719 | -39176 | -91719 | -8797304 | -1028105 | -8797304 |
Avg Bars in Trades | 79 | 80 | 77 | 79 | 80 | 77 |
Avg Bars in Winners | 77 | 79 | 74 | 77 | 79 | 74 |
Avg Bars in Losers | 83 | 83 | 84 | 83 | 83 | 84 |
Bars Traded | 4747 | 2421 | 2326 | 4747 | 2421 | 2326 |
Profit Streak | 200.9462 | 336.9462 | 200.9462 | 200.9462 | 336.9462 | 200.9462 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321816 | -145437 | -302561 | -342029 | 691891 | -576824 |
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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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