Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562018.578 | 495238.8604 | 66779.7176 | 2268715.5939 | 5214675.1295 | -2945959.5356 |
Total P&L (%) | 562.0186 | 495.2389 | 66.7797 | 2268.7156 | 5214.6751 | -2945.9595 |
Avg Daily Profit (%) | 0.2249 | 0.1981 | 0.0267 | 0.1267 | 0.1591 | 0 |
Buy And Hold Return (%) | 908.9987 | 908.9987 | 908.9987 | 908.9987 | 908.9987 | 908.9987 |
Max Trade Drawdown | -98053 | -75990 | -103308 | -4621508 | -872256 | -4770106 |
Profit Factor | 2.7513 | 4.0393 | 1.4227 | 1.3524 | 4.917 | 0.4231 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 66.1972 | 68.5714 | 63.8889 | 66.1972 | 68.5714 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.4049 | 1.8513 | 0.8042 | 0.6906 | 2.2536 | 0.2391 |
Largest Winning Trade | 133080 | 133080 | 28090 | 3473536 | 3473536 | 343807 |
Largest Losing Trade | -60423 | -41335 | -60423 | -3719270 | -471686 | -3719270 |
Avg Bars in Trades | 192 | 344 | 44 | 192 | 344 | 44 |
Avg Bars in Winners | 146 | 240 | 48 | 146 | 240 | 48 |
Avg Bars in Losers | 282 | 573 | 36 | 282 | 573 | 36 |
Bars Traded | 13664 | 12074 | 1590 | 13664 | 12074 | 1590 |
Profit Streak | 40.1706 | 0 | 49.6706 | 40.1706 | 0 | 49.6706 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -241740 | -148684 | -321429 | -116639 | 611197 | -578415 |
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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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