Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 868340.813 | 749334.1881 | 119006.6249 | 6780702.0265 | 7628132.3039 | -847430.2774 |
Total P&L (%) | 868.3408 | 749.3342 | 119.0066 | 6780.702 | 7628.1323 | -847.4303 |
Avg Daily Profit (%) | 0.3473 | 0.2997 | 0.0476 | 0.1694 | 0.174 | 0 |
Buy And Hold Return (%) | 773.1869 | 773.1869 | 773.1869 | 773.1869 | 773.1869 | 773.1869 |
Max Trade Drawdown | -114173 | -104028 | -46625 | -4844715 | -2144329 | -3003310 |
Profit Factor | 2.6663 | 3.2912 | 1.6132 | 1.8164 | 2.8315 | 0.7953 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 54.955 | 49.0909 | 60.7143 | 54.955 | 49.0909 | 60.7143 |
Ratio Avg Win / Avg Loss | 2.1855 | 3.4131 | 1.0439 | 1.4889 | 2.9364 | 0.5146 |
Largest Winning Trade | 381510 | 381510 | 39813 | 6834443 | 6834443 | 677557 |
Largest Losing Trade | -46625 | -34920 | -46625 | -3003310 | -1541302 | -3003310 |
Avg Bars in Trades | 82 | 107 | 57 | 82 | 107 | 57 |
Avg Bars in Winners | 97 | 125 | 74 | 97 | 125 | 74 |
Avg Bars in Losers | 63 | 90 | 29 | 63 | 90 | 29 |
Bars Traded | 9115 | 5920 | 3195 | 9115 | 5920 | 3195 |
Profit Streak | 19.0622 | 0 | 123.3122 | 19.0622 | 0 | 123.3122 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111610 | -331004 | -470485 | 417878 | -167188 | -758092 |
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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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