Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823527.8647 | 765994.159 | 57533.7057 | 3290972.6265 | 5123837.3107 | -1832864.6841 |
Total P&L (%) | 823.5279 | 765.9942 | 57.5337 | 3290.9726 | 5123.8373 | -1832.8647 |
Avg Daily Profit (%) | 0.3293 | 0.3063 | 0.023 | 0.141 | 0.1583 | 0 |
Buy And Hold Return (%) | 874.1239 | 874.1239 | 874.1239 | 874.1239 | 874.1239 | 874.1239 |
Max Trade Drawdown | -131008 | -84387 | -83346 | -3939585 | -2432837 | -3284125 |
Profit Factor | 2.8349 | 5.8731 | 1.1973 | 1.3992 | 2.6493 | 0.6432 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 50 | 51.6129 | 48.3871 | 50 | 51.6129 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.8349 | 5.506 | 1.2771 | 1.3992 | 2.4837 | 0.686 |
Largest Winning Trade | 273288 | 273288 | 61321 | 2860116 | 2860116 | 1046662 |
Largest Losing Trade | -56237 | -38508 | -56237 | -1618626 | -1462166 | -1618626 |
Avg Bars in Trades | 73 | 75 | 72 | 73 | 75 | 72 |
Avg Bars in Winners | 89 | 84 | 93 | 89 | 84 | 93 |
Avg Bars in Losers | 58 | 66 | 51 | 58 | 66 | 51 |
Bars Traded | 4582 | 2349 | 2233 | 4582 | 2349 | 2233 |
Profit Streak | 65.1106 | 99.6106 | 0 | 65.1106 | 99.6106 | 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 | -309163 | -147666 | -332077 | -164046 | 457384 | -581445 |
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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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