Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 948503.24 | 801094.705 | 147408.535 | 7792744.3741 | 3608540.2043 | 4184204.1698 |
Total P&L (%) | 948.5032 | 801.0947 | 147.4085 | 7792.7444 | 3608.5402 | 4184.2042 |
Avg Daily Profit (%) | 0.4206 | 0.3552 | 0.0654 | 0.1939 | 0.1603 | 0.1668 |
Buy And Hold Return (%) | 372.9912 | 372.9912 | 372.9912 | 372.9912 | 372.9912 | 372.9912 |
Max Trade Drawdown | -123575 | -48937 | -174059 | -2343254 | -858417 | -1875652 |
Profit Factor | 2.6806 | 4.8933 | 1.411 | 1.9667 | 2.215 | 1.8218 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 63.3663 | 54.902 | 72 | 63.3663 | 54.902 | 72 |
Ratio Avg Win / Avg Loss | 1.5497 | 4.0195 | 0.5487 | 1.137 | 1.8194 | 0.7085 |
Largest Winning Trade | 159040 | 159040 | 50743 | 1880481 | 1054325 | 1880481 |
Largest Losing Trade | -83911 | -48937 | -83911 | -1664233 | -858417 | -1664233 |
Avg Bars in Trades | 78 | 46 | 112 | 78 | 46 | 112 |
Avg Bars in Winners | 86 | 46 | 117 | 86 | 46 | 117 |
Avg Bars in Losers | 66 | 46 | 98 | 66 | 46 | 98 |
Bars Traded | 7976 | 2370 | 5606 | 7976 | 2370 | 5606 |
Profit Streak | 124.268 | 124.268 | 310.018 | 124.268 | 124.268 | 310.018 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521265 | -167676 | -448175 | 488541 | -166940 | -167404 |
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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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