Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 823054.0252 | 703381.859 | 119672.1661 | 4763078.4534 | 7226323.4438 | -2463244.9904 |
Total P&L (%) | 823.054 | 703.3819 | 119.6722 | 4763.0785 | 7226.3234 | -2463.245 |
Avg Daily Profit (%) | 0.3292 | 0.2814 | 0.0479 | 0.1555 | 0.1719 | 0 |
Buy And Hold Return (%) | 757.034 | 757.034 | 757.034 | 757.034 | 757.034 | 757.034 |
Max Trade Drawdown | -86630 | -45835 | -102775 | -2904891 | -647940 | -5167445 |
Profit Factor | 2.4331 | 4.3826 | 1.3266 | 1.4967 | 3.8856 | 0.6524 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 60.8696 | 55.1724 | 66.6667 | 60.8696 | 55.1724 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.5641 | 3.5609 | 0.6633 | 0.9621 | 3.1571 | 0.3262 |
Largest Winning Trade | 210199 | 210199 | 49719 | 2372841 | 2372841 | 601287 |
Largest Losing Trade | -81778 | -35257 | -81778 | -2270719 | -567930 | -2270719 |
Avg Bars in Trades | 85 | 90 | 79 | 85 | 90 | 79 |
Avg Bars in Winners | 94 | 95 | 92 | 94 | 95 | 92 |
Avg Bars in Losers | 71 | 84 | 53 | 71 | 84 | 53 |
Bars Traded | 9791 | 5250 | 4541 | 9791 | 5250 | 4541 |
Profit Streak | 137.3782 | 151.3782 | 137.3782 | 137.3782 | 151.3782 | 137.3782 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121738 | -327705 | -473113 | 357624 | -163227 | -757712 |
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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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