Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 540633.1303 | 473219.92 | 67413.2103 | 680311.1547 | 5420804.8068 | -4740493.6521 |
Total P&L (%) | 540.6331 | 473.2199 | 67.4132 | 680.3112 | 5420.8048 | -4740.4937 |
Avg Daily Profit (%) | 0.2161 | 0.1892 | 0.0269 | 0.0822 | 0.1605 | 0 |
Buy And Hold Return (%) | 844.9383 | 844.9383 | 844.9383 | 844.9383 | 844.9383 | 844.9383 |
Max Trade Drawdown | -93898 | -65108 | -93898 | -5741318 | -403217 | -5741318 |
Profit Factor | 3.0025 | 7.2531 | 1.3469 | 1.0977 | 13.7278 | 0.275 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 15 | 6 | 9 | 15 | 6 | 9 |
Profitability (%) | 74.5763 | 79.3103 | 70 | 74.5763 | 79.3103 | 70 |
Ratio Avg Win / Avg Loss | 1.0236 | 1.8921 | 0.5773 | 0.3742 | 3.5812 | 0.1178 |
Largest Winning Trade | 104825 | 104825 | 35348 | 3111492 | 3111492 | 341055 |
Largest Losing Trade | -93898 | -41412 | -93898 | -5741318 | -237461 | -5741318 |
Avg Bars in Trades | 80 | 83 | 78 | 80 | 83 | 78 |
Avg Bars in Winners | 67 | 70 | 63 | 67 | 70 | 63 |
Avg Bars in Losers | 119 | 129 | 112 | 119 | 129 | 112 |
Bars Traded | 4751 | 2408 | 2343 | 4751 | 2408 | 2343 |
Profit Streak | 23.9192 | 1138.4192 | 23.9192 | 23.9192 | 1138.4192 | 23.9192 |
Trades During Streak | 2 | 14 | 1 | 2 | 14 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -328261 | -144513 | -320858 | -538634 | 757653 | -577688 |
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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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