Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811328.0524 | 704542.1667 | 106785.8857 | -296444.0365 | 5275321.4739 | -5571765.5104 |
Total P&L (%) | 811.3281 | 704.5422 | 106.7859 | -296.444 | 5275.3215 | -5571.7655 |
Avg Daily Profit (%) | 0.3245 | 0.2818 | 0.0427 | 0 | 0.1595 | 0 |
Buy And Hold Return (%) | 869.8034 | 869.8034 | 869.8034 | 869.8034 | 869.8034 | 869.8034 |
Max Trade Drawdown | -111955 | -58065 | -107883 | -5160837 | -228564 | -5907819 |
Profit Factor | 3.0913 | 6.4744 | 1.4119 | 0.9631 | 7.4936 | 0.2284 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 44 | 21 | 23 | 42 | 21 | 21 |
Losing Trades | 21 | 11 | 10 | 23 | 11 | 12 |
Profitability (%) | 67.6923 | 65.625 | 69.697 | 64.6154 | 65.625 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.4754 | 3.3913 | 0.6139 | 0.5274 | 3.9252 | 0.1305 |
Largest Winning Trade | 159724 | 159724 | 62416 | 2924263 | 2924263 | 319548 |
Largest Losing Trade | -102012 | -47678 | -102012 | -5064315 | -228564 | -5064315 |
Avg Bars in Trades | 73 | 76 | 69 | 73 | 76 | 69 |
Avg Bars in Winners | 71 | 65 | 76 | 73 | 70 | 76 |
Avg Bars in Losers | 76 | 98 | 51 | 72 | 89 | 56 |
Bars Traded | 4748 | 2462 | 2286 | 4748 | 2462 | 2286 |
Profit Streak | 119.2661 | 119.2661 | 203.7661 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -284235 | -145955 | -299036 | -714883 | 633217 | -579035 |
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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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