Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646533.9293 | 579171.474 | 67362.4553 | 1953049.2771 | 4801045.5212 | -2847996.2441 |
Total P&L (%) | 646.5339 | 579.1715 | 67.3625 | 1953.0493 | 4801.0455 | -2847.9962 |
Avg Daily Profit (%) | 0.2586 | 0.2317 | 0.0269 | 0.121 | 0.1558 | 0 |
Buy And Hold Return (%) | 720.011 | 720.011 | 720.011 | 720.011 | 720.011 | 720.011 |
Max Trade Drawdown | -104977 | -72418 | -87192 | -3686568 | -526609 | -4013153 |
Profit Factor | 2.3404 | 3.6792 | 1.2531 | 1.3006 | 4.1683 | 0.4284 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 63.9535 | 69.7674 | 58.1395 | 63.9535 | 69.7674 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.3192 | 1.5943 | 0.9022 | 0.7331 | 1.8063 | 0.3084 |
Largest Winning Trade | 150251 | 150251 | 53857 | 3056910 | 3056910 | 302774 |
Largest Losing Trade | -72407 | -50982 | -72407 | -3686568 | -369963 | -3686568 |
Avg Bars in Trades | 107 | 129 | 84 | 107 | 129 | 84 |
Avg Bars in Winners | 119 | 120 | 118 | 119 | 120 | 118 |
Avg Bars in Losers | 85 | 152 | 37 | 85 | 152 | 37 |
Bars Traded | 9218 | 5586 | 3631 | 9218 | 5586 | 3631 |
Profit Streak | 65.3964 | 469.8964 | 65.3964 | 65.3964 | 469.8964 | 65.3964 |
Trades During Streak | 3 | 8 | 1 | 3 | 8 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150192 | -146603 | -322862 | -32368 | 671878 | -579113 |
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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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