Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755049.3731 | 652857.0614 | 102192.3116 | 6584134.5059 | 7523885.3993 | -939750.8933 |
Total P&L (%) | 755.0494 | 652.8571 | 102.1923 | 6584.1345 | 7523.8854 | -939.7509 |
Avg Daily Profit (%) | 0.302 | 0.2611 | 0.0409 | 0.1682 | 0.1735 | 0 |
Buy And Hold Return (%) | 906.6468 | 906.6468 | 906.6468 | 906.6468 | 906.6468 | 906.6468 |
Max Trade Drawdown | -109664 | -46167 | -91333 | -3320984 | -1423312 | -3152969 |
Profit Factor | 3.4449 | 6.449 | 1.5407 | 1.9371 | 4.0775 | 0.7949 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 54.386 | 62.069 | 46.4286 | 54.386 | 62.069 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.8893 | 3.941 | 1.7777 | 1.6247 | 2.4918 | 0.9171 |
Largest Winning Trade | 234919 | 234919 | 53846 | 3525344 | 3525344 | 932971 |
Largest Losing Trade | -65432 | -34671 | -65432 | -2080791 | -1076760 | -2080791 |
Avg Bars in Trades | 82 | 84 | 80 | 82 | 84 | 80 |
Avg Bars in Winners | 100 | 95 | 107 | 100 | 95 | 107 |
Avg Bars in Losers | 61 | 65 | 57 | 61 | 65 | 57 |
Bars Traded | 4710 | 2446 | 2264 | 4710 | 2446 | 2264 |
Profit Streak | 146.1151 | 347.1151 | 0 | 146.1151 | 347.1151 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -328638 | -146215 | -323870 | -166913 | 626541 | -603222 |
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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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