Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773581.4279 | 699579.2832 | 74002.1447 | 4548182.4241 | 5746378.7046 | -1198196.2805 |
Total P&L (%) | 773.5814 | 699.5793 | 74.0021 | 4548.1824 | 5746.3787 | -1198.1963 |
Avg Daily Profit (%) | 0.3092 | 0.2796 | 0.0296 | 0.1536 | 0.1627 | 0 |
Buy And Hold Return (%) | 882.5501 | 882.5501 | 882.5501 | 882.5501 | 882.5501 | 882.5501 |
Max Trade Drawdown | -84925 | -53012 | -73509 | -1993602 | -1183225 | -2316314 |
Profit Factor | 2.8629 | 5.1011 | 1.3025 | 1.674 | 3.0982 | 0.7011 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 45.5882 | 50 | 41.1765 | 45.5882 | 50 | 41.1765 |
Ratio Avg Win / Avg Loss | 3.417 | 5.1011 | 1.8607 | 1.998 | 3.0982 | 1.0016 |
Largest Winning Trade | 253485 | 253485 | 57409 | 2753482 | 2753482 | 701570 |
Largest Losing Trade | -63347 | -38177 | -63347 | -1772335 | -771840 | -1772335 |
Avg Bars in Trades | 67 | 69 | 64 | 67 | 69 | 64 |
Avg Bars in Winners | 90 | 88 | 93 | 90 | 88 | 93 |
Avg Bars in Losers | 47 | 51 | 44 | 47 | 51 | 44 |
Bars Traded | 4587 | 2378 | 2209 | 4587 | 2378 | 2209 |
Profit Streak | 117.3528 | 117.3528 | 154.8528 | 117.3528 | 117.3528 | 154.8528 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -265876 | -148643 | -320810 | -104954 | 498951 | -581984 |
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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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