Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 754094.183 | 628743.522 | 125350.661 | 6536280.5269 | 14273074.979 | -7736794.4521 |
Total P&L (%) | 754.0942 | 628.7435 | 125.3507 | 6536.2805 | 14273.075 | -7736.7945 |
Avg Daily Profit (%) | 0.3016 | 0.2515 | 0.0501 | 0.1679 | 0.1989 | 0 |
Buy And Hold Return (%) | 707.6986 | 707.6986 | 707.6986 | 707.6986 | 707.6986 | 707.6986 |
Max Trade Drawdown | -97075 | -73511 | -75956 | -11382475 | -1654165 | -10844084 |
Profit Factor | 2.8893 | 4.4596 | 1.5766 | 1.4114 | 5.3983 | 0.388 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 62.5 | 65 | 60 | 62.5 | 65 | 60 |
Ratio Avg Win / Avg Loss | 1.7336 | 2.4013 | 1.051 | 0.8468 | 2.9068 | 0.2587 |
Largest Winning Trade | 167698 | 167698 | 44048 | 8943613 | 8943613 | 623406 |
Largest Losing Trade | -75956 | -45326 | -75956 | -10844084 | -1641039 | -10844084 |
Avg Bars in Trades | 121 | 129 | 114 | 121 | 129 | 114 |
Avg Bars in Winners | 115 | 107 | 123 | 115 | 107 | 123 |
Avg Bars in Losers | 133 | 170 | 100 | 133 | 170 | 100 |
Bars Traded | 9753 | 5172 | 4581 | 9753 | 5172 | 4581 |
Profit Streak | 152.332 | 153.832 | 152.332 | 152.332 | 153.832 | 152.332 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151456 | -146964 | -287668 | -13635 | 685869 | -578490 |
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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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