Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 688830.9535 | 644605.6116 | 44225.3419 | 651121.9923 | 5368779.487 | -4717657.4946 |
Total P&L (%) | 688.831 | 644.6056 | 44.2253 | 651.122 | 5368.7795 | -4717.6575 |
Avg Daily Profit (%) | 0.2755 | 0.2578 | 0.0177 | 0.0807 | 0.1602 | 0 |
Buy And Hold Return (%) | 811.3684 | 811.3684 | 811.3684 | 811.3684 | 811.3684 | 811.3684 |
Max Trade Drawdown | -232901 | -89220 | -168250 | -5132393 | -296145 | -5843970 |
Profit Factor | 2.3714 | 5.8317 | 1.1199 | 1.0913 | 12.5774 | 0.2923 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Profitability (%) | 64.5161 | 64.5161 | 64.5161 | 64.5161 | 64.5161 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.3043 | 3.2074 | 0.6159 | 0.6002 | 6.9176 | 0.1608 |
Largest Winning Trade | 164401 | 164401 | 59237 | 2775784 | 2775784 | 902489 |
Largest Losing Trade | -87909 | -44945 | -87909 | -4572841 | -162466 | -4572841 |
Avg Bars in Trades | 73 | 84 | 63 | 73 | 84 | 63 |
Avg Bars in Winners | 93 | 101 | 85 | 93 | 101 | 85 |
Avg Bars in Losers | 37 | 53 | 22 | 37 | 53 | 22 |
Bars Traded | 4568 | 2608 | 1960 | 4568 | 2608 | 1960 |
Profit Streak | 66.5865 | 91.0865 | 0 | 66.5865 | 91.0865 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -309748 | -146440 | -423465 | -528408 | 661346 | -578936 |
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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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