Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785406.5432 | 669150.207 | 116256.3363 | 6527228.9878 | 5331290.9837 | 1195938.0041 |
Total P&L (%) | 785.4065 | 669.1502 | 116.2563 | 6527.229 | 5331.291 | 1195.938 |
Avg Daily Profit (%) | 0.3141 | 0.2676 | 0.0465 | 0.1679 | 0.1599 | 0.1025 |
Buy And Hold Return (%) | 706.1629 | 706.1629 | 706.1629 | 706.1629 | 706.1629 | 706.1629 |
Max Trade Drawdown | -61269 | -67378 | -22612 | -846272 | -880943 | -1007024 |
Profit Factor | 3.8955 | 4.5548 | 2.4005 | 2.9742 | 3.8881 | 1.819 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 64 | 59.4595 | 68.4211 | 64 | 59.4595 | 68.4211 |
Ratio Avg Win / Avg Loss | 2.1912 | 3.1055 | 1.1079 | 1.673 | 2.651 | 0.8395 |
Largest Winning Trade | 280177 | 280177 | 22489 | 4280050 | 4280050 | 1276771 |
Largest Losing Trade | -51545 | -51545 | -13554 | -811784 | -660292 | -811784 |
Avg Bars in Trades | 93 | 173 | 15 | 93 | 173 | 15 |
Avg Bars in Winners | 69 | 134 | 14 | 69 | 134 | 14 |
Avg Bars in Losers | 135 | 229 | 18 | 135 | 229 | 18 |
Bars Traded | 6993 | 6406 | 587 | 6993 | 6406 | 587 |
Profit Streak | 118.8769 | 0 | 250.5436 | 118.8769 | 0 | 250.5436 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173488 | -148461 | -289477 | -45177 | 572623 | -60315 |
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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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