Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 654867.4666 | 585716.3575 | 69151.1092 | 2638079.7759 | 3909903.4915 | -1271823.7156 |
Total P&L (%) | 654.8675 | 585.7164 | 69.1511 | 2638.0798 | 3909.9035 | -1271.8237 |
Avg Daily Profit (%) | 0.2619 | 0.2343 | 0.0277 | 0.1325 | 0.1477 | 0 |
Buy And Hold Return (%) | 821.3992 | 821.3992 | 821.3992 | 821.3992 | 821.3992 | 821.3992 |
Max Trade Drawdown | -80767 | -70283 | -81213 | -2409121 | -167136 | -2247795 |
Profit Factor | 2.565 | 4.9598 | 1.2556 | 1.8392 | 8.948 | 0.5204 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 63.3803 | 60 | 66.6667 | 63.3803 | 60 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.482 | 3.3065 | 0.6278 | 1.0627 | 5.9654 | 0.2602 |
Largest Winning Trade | 174674 | 174674 | 50227 | 2384839 | 2384839 | 424150 |
Largest Losing Trade | -66999 | -48168 | -66999 | -1873199 | -167136 | -1873199 |
Avg Bars in Trades | 99 | 113 | 85 | 99 | 113 | 85 |
Avg Bars in Winners | 89 | 96 | 82 | 89 | 96 | 82 |
Avg Bars in Losers | 117 | 139 | 91 | 117 | 139 | 91 |
Bars Traded | 7067 | 3982 | 3085 | 7067 | 3982 | 3085 |
Profit Streak | 128.967 | 128.967 | 133.3003 | 128.967 | 128.967 | 133.3003 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -241345 | -147827 | -320443 | -104229 | 483769 | -577659 |
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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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