Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 815419.243 | 731433.4117 | 83985.8312 | 4490114.6123 | 5487005.7069 | -996891.0946 |
Total P&L (%) | 815.4192 | 731.4334 | 83.9858 | 4490.1146 | 5487.0057 | -996.8911 |
Avg Daily Profit (%) | 0.3262 | 0.2926 | 0.0336 | 0.1532 | 0.1611 | 0 |
Buy And Hold Return (%) | 749.14 | 749.14 | 749.14 | 749.14 | 749.14 | 749.14 |
Max Trade Drawdown | -147347 | -86341 | -82755 | -3703058 | -2109573 | -3297415 |
Profit Factor | 2.3946 | 4.0684 | 1.2425 | 1.5043 | 2.4664 | 0.8068 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 55.4455 | 58 | 52.9412 | 55.4455 | 58 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.9242 | 2.9461 | 1.1044 | 1.2088 | 1.786 | 0.7172 |
Largest Winning Trade | 292184 | 292184 | 44061 | 3426205 | 3426205 | 732967 |
Largest Losing Trade | -55378 | -31883 | -55378 | -1738912 | -1333458 | -1738912 |
Avg Bars in Trades | 95 | 103 | 87 | 95 | 103 | 87 |
Avg Bars in Winners | 114 | 122 | 105 | 114 | 122 | 105 |
Avg Bars in Losers | 72 | 77 | 68 | 72 | 77 | 68 |
Bars Traded | 9666 | 5186 | 4480 | 9666 | 5186 | 4480 |
Profit Streak | 145.7418 | 152.9918 | 145.7418 | 145.7418 | 152.9918 | 145.7418 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122155 | -327503 | -492382 | 385867 | -165261 | -759100 |
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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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