Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702601.5255 | 628808.0802 | 73793.4453 | 2635021.1471 | 3804069.5324 | -1169048.3853 |
Total P&L (%) | 702.6015 | 628.8081 | 73.7934 | 2635.0211 | 3804.0695 | -1169.0484 |
Avg Daily Profit (%) | 0.2809 | 0.2514 | 0.0295 | 0.1324 | 0.1466 | 0 |
Buy And Hold Return (%) | 804.6345 | 804.6345 | 804.6345 | 804.6345 | 804.6345 | 804.6345 |
Max Trade Drawdown | -68124 | -72873 | -68124 | -1853271 | -436783 | -1999435 |
Profit Factor | 2.4463 | 3.7949 | 1.2829 | 1.638 | 4.6251 | 0.6205 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 61.1765 | 66.6667 | 55.814 | 61.1765 | 66.6667 | 55.814 |
Ratio Avg Win / Avg Loss | 1.5524 | 1.8974 | 1.0157 | 1.0395 | 2.3126 | 0.4912 |
Largest Winning Trade | 178551 | 178551 | 58118 | 2094145 | 2094145 | 454775 |
Largest Losing Trade | -68124 | -49220 | -68124 | -1853271 | -207687 | -1853271 |
Avg Bars in Trades | 55 | 65 | 44 | 55 | 65 | 44 |
Avg Bars in Winners | 57 | 57 | 58 | 57 | 57 | 58 |
Avg Bars in Losers | 50 | 81 | 27 | 50 | 81 | 27 |
Bars Traded | 4679 | 2746 | 1933 | 4679 | 2746 | 1933 |
Profit Streak | 68.8447 | 139.3447 | 68.8447 | 68.8447 | 139.3447 | 68.8447 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149464 | -147225 | -317908 | -13867 | 438901 | -579415 |
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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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