Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659960.5805 | 598747.1661 | 61213.4144 | -2441479.7237 | 4596572.3774 | -7038052.1011 |
Total P&L (%) | 659.9606 | 598.7472 | 61.2134 | -2441.4797 | 4596.5724 | -7038.0521 |
Avg Daily Profit (%) | 0.2639 | 0.2395 | 0.0245 | 0 | 0.1541 | 0 |
Buy And Hold Return (%) | 715.0487 | 715.0487 | 715.0487 | 715.0487 | 715.0487 | 715.0487 |
Max Trade Drawdown | -136211 | -69792 | -132436 | -7653107 | -472237 | -7378571 |
Profit Factor | 2.7811 | 6.8348 | 1.2285 | 0.739 | 7.9342 | 0.1903 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 49 | 23 | 26 | 47 | 23 | 24 |
Losing Trades | 14 | 8 | 6 | 16 | 8 | 8 |
Profitability (%) | 77.7778 | 74.1935 | 81.25 | 74.6032 | 74.1935 | 75 |
Ratio Avg Win / Avg Loss | 0.7946 | 2.3773 | 0.2835 | 0.2516 | 2.7597 | 0.0634 |
Largest Winning Trade | 131627 | 131627 | 56876 | 2669776 | 2669776 | 331211 |
Largest Losing Trade | -132436 | -51154 | -132436 | -7034549 | -472237 | -7034549 |
Avg Bars in Trades | 74 | 80 | 67 | 74 | 80 | 67 |
Avg Bars in Winners | 64 | 65 | 63 | 65 | 69 | 62 |
Avg Bars in Losers | 108 | 124 | 87 | 99 | 112 | 85 |
Bars Traded | 4675 | 2501 | 2174 | 4675 | 2501 | 2174 |
Profit Streak | 128.4761 | 128.4761 | 209.4761 | 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 | -300711 | -145211 | -323010 | -728588 | 679987 | -577569 |
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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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