Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657721.3545 | 617303.8193 | 40417.5351 | 2304303.3955 | 3968203.0532 | -1663899.6577 |
Total P&L (%) | 657.7214 | 617.3038 | 40.4175 | 2304.3034 | 3968.2031 | -1663.8997 |
Avg Daily Profit (%) | 0.263 | 0.2469 | 0.0162 | 0.1272 | 0.1483 | 0 |
Buy And Hold Return (%) | 860.884 | 860.884 | 860.884 | 860.884 | 860.884 | 860.884 |
Max Trade Drawdown | -110521 | -50640 | -149251 | -3370036 | -1684068 | -3985716 |
Profit Factor | 2.5271 | 6.0694 | 1.1308 | 1.2583 | 2.5423 | 0.7379 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 55.5556 | 55.5556 | 55.5556 | 55.5556 | 55.5556 | 55.5556 |
Ratio Avg Win / Avg Loss | 2.0216 | 4.8555 | 0.9047 | 1.0067 | 2.0338 | 0.5903 |
Largest Winning Trade | 198427 | 198427 | 55108 | 1877183 | 1877183 | 835048 |
Largest Losing Trade | -51912 | -16443 | -51912 | -1292391 | -646808 | -1292391 |
Avg Bars in Trades | 63 | 63 | 64 | 63 | 63 | 64 |
Avg Bars in Winners | 80 | 83 | 78 | 80 | 83 | 78 |
Avg Bars in Losers | 42 | 38 | 47 | 42 | 38 | 47 |
Bars Traded | 4596 | 2279 | 2317 | 4596 | 2279 | 2317 |
Profit Streak | 62.6475 | 97.1475 | 62.6475 | 62.6475 | 97.1475 | 62.6475 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -233774 | -147134 | -414039 | -107684 | 367298 | -579500 |
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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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