Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 795485.3868 | 733324.2609 | 62161.1259 | 3231279.5786 | 5740953.6668 | -2509674.0883 |
Total P&L (%) | 795.4854 | 733.3243 | 62.1611 | 3231.2796 | 5740.9537 | -2509.6741 |
Avg Daily Profit (%) | 0.3181 | 0.2933 | 0.0249 | 0.1403 | 0.1628 | 0 |
Buy And Hold Return (%) | 930.2482 | 930.2482 | 930.2482 | 930.2482 | 930.2482 | 930.2482 |
Max Trade Drawdown | -103331 | -50306 | -105245 | -2642051 | -1505053 | -4629627 |
Profit Factor | 2.8011 | 5.6032 | 1.2201 | 1.3492 | 2.9041 | 0.5977 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 47.1429 | 54.2857 | 40 | 47.1429 | 54.2857 | 40 |
Ratio Avg Win / Avg Loss | 3.1406 | 4.7185 | 1.8302 | 1.5127 | 2.4455 | 0.8965 |
Largest Winning Trade | 297109 | 297109 | 60220 | 3595219 | 3595219 | 968259 |
Largest Losing Trade | -66783 | -24194 | -66783 | -2338023 | -693342 | -2338023 |
Avg Bars in Trades | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Winners | 94 | 88 | 102 | 94 | 88 | 102 |
Avg Bars in Losers | 40 | 36 | 42 | 40 | 36 | 42 |
Bars Traded | 4589 | 2266 | 2323 | 4589 | 2266 | 2323 |
Profit Streak | 77.3116 | 110.8116 | 0 | 77.3116 | 110.8116 | 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 | -250715 | -147597 | -328630 | -105837 | 497545 | -584676 |
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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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