Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 750479.0853 | 676927.0147 | 73552.0706 | 3161078.8837 | 4962504.1083 | -1801425.2247 |
Total P&L (%) | 750.4791 | 676.927 | 73.5521 | 3161.0789 | 4962.5041 | -1801.4252 |
Avg Daily Profit (%) | 0.3001 | 0.2707 | 0.0294 | 0.1395 | 0.1571 | 0 |
Buy And Hold Return (%) | 832.4106 | 832.4106 | 832.4106 | 832.4106 | 832.4106 | 832.4106 |
Max Trade Drawdown | -125811 | -38021 | -106126 | -4711122 | -749230 | -4725667 |
Profit Factor | 3.2191 | 5.2093 | 1.4147 | 1.4305 | 3.2192 | 0.6472 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 52.3077 | 50 | 54.5455 | 52.3077 | 50 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.9351 | 5.2093 | 1.1789 | 1.3043 | 3.2192 | 0.5394 |
Largest Winning Trade | 307485 | 307485 | 48545 | 2493266 | 2493266 | 874993 |
Largest Losing Trade | -71582 | -38021 | -71582 | -3929342 | -749230 | -3929342 |
Avg Bars in Trades | 72 | 99 | 46 | 72 | 99 | 46 |
Avg Bars in Winners | 76 | 104 | 52 | 76 | 104 | 52 |
Avg Bars in Losers | 68 | 93 | 40 | 68 | 93 | 40 |
Bars Traded | 4720 | 3171 | 1549 | 4720 | 3171 | 1549 |
Profit Streak | 162.9312 | 165.4312 | 162.9312 | 162.9312 | 165.4312 | 162.9312 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -285049 | -148252 | -317048 | -142288 | 506371 | -579247 |
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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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