Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 839617.6488 | 709721.5588 | 129896.0901 | 8728096.856 | 10864516.5636 | -2136419.7076 |
Total P&L (%) | 839.6176 | 709.7216 | 129.8961 | 8728.0969 | 10864.5166 | -2136.4197 |
Avg Daily Profit (%) | 0.336 | 0.284 | 0.052 | 0.1794 | 0.1881 | 0 |
Buy And Hold Return (%) | 895.7443 | 895.7443 | 895.7443 | 895.7443 | 895.7443 | 895.7443 |
Max Trade Drawdown | -104918 | -60546 | -89244 | -6626907 | -3084326 | -6058812 |
Profit Factor | 2.4357 | 3.3339 | 1.4627 | 1.4228 | 2.1133 | 0.8037 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 55.9055 | 51.5625 | 60.3175 | 55.9055 | 51.5625 | 60.3175 |
Ratio Avg Win / Avg Loss | 1.9211 | 3.1319 | 0.9623 | 1.1222 | 1.9852 | 0.5288 |
Largest Winning Trade | 178184 | 178184 | 47365 | 5253209 | 5253209 | 1636641 |
Largest Losing Trade | -66678 | -29650 | -66678 | -2420933 | -2420933 | -1529870 |
Avg Bars in Trades | 114 | 135 | 92 | 114 | 135 | 92 |
Avg Bars in Winners | 134 | 151 | 119 | 134 | 151 | 119 |
Avg Bars in Losers | 88 | 118 | 51 | 88 | 118 | 51 |
Bars Traded | 14478 | 8659 | 5819 | 14478 | 8659 | 5819 |
Profit Streak | 63.7747 | 154.4414 | 0 | 63.7747 | 154.4414 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150275 | -288243 | -435214 | 372877 | -125640 | -726120 |
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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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