Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490608.7122 | 351201.7188 | 139406.9934 | -5150888.7878 | -1958930.852 | -3191957.9358 |
Total P&L (%) | 490.6087 | 351.2017 | 139.407 | -5150.8888 | -1958.9309 | -3191.9579 |
Avg Daily Profit (%) | 0.209 | 0.1496 | 0.0594 | 0 | 0 | 0 |
Buy And Hold Return (%) | 19.5086 | 19.5086 | 19.5086 | 19.5086 | 19.5086 | 19.5086 |
Max Trade Drawdown | -141245 | -59337 | -137467 | -5517644 | -2203305 | -3314339 |
Profit Factor | 3.0058 | 5.7726 | 1.8152 | 0.1739 | 0.2755 | 0.0961 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 78 | 39 | 39 | 16 | 7 | 9 |
Losing Trades | 11 | 5 | 6 | 73 | 37 | 36 |
Profitability (%) | 87.6404 | 88.6364 | 86.6667 | 17.9775 | 15.9091 | 20 |
Ratio Avg Win / Avg Loss | 0.4239 | 0.7401 | 0.2793 | 0.7935 | 1.4564 | 0.3844 |
Largest Winning Trade | 134466 | 134466 | 54659 | 417281 | 417281 | 152831 |
Largest Losing Trade | -137467 | -59337 | -137467 | -617400 | -334506 | -617400 |
Avg Bars in Trades | 47 | 48 | 46 | 47 | 48 | 46 |
Avg Bars in Winners | 27 | 28 | 26 | 114 | 181 | 62 |
Avg Bars in Losers | 187 | 203 | 174 | 32 | 23 | 42 |
Bars Traded | 4204 | 2125 | 2079 | 4204 | 2125 | 2079 |
Profit Streak | 312.6572 | 312.6572 | 961.1572 | 0 | 0 | 0 |
Trades During Streak | 33 | 16 | 28 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 635107 | 670474 | -106757 | -641306 | -649212 | -632841 |
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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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