Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785276.0775 | 640038.4505 | 145237.627 | 11974042.6687 | 12624761.1795 | -650718.5108 |
Total P&L (%) | 785.2761 | 640.0385 | 145.2376 | 11974.0427 | 12624.7612 | -650.7185 |
Avg Daily Profit (%) | 0.3139 | 0.2558 | 0.0581 | 0.1918 | 0.1939 | 0 |
Buy And Hold Return (%) | 876.1539 | 876.1539 | 876.1539 | 876.1539 | 876.1539 | 876.1539 |
Max Trade Drawdown | -74139 | -56630 | -84474 | -2185606 | -574425 | -2748605 |
Profit Factor | 3.1858 | 5.8349 | 1.6401 | 3.1884 | 11.9882 | 0.8495 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Profitability (%) | 65.7143 | 71.4286 | 60 | 65.7143 | 71.4286 | 60 |
Ratio Avg Win / Avg Loss | 1.6621 | 2.334 | 1.0934 | 1.6635 | 4.7953 | 0.5663 |
Largest Winning Trade | 176091 | 176091 | 50000 | 4848653 | 4848653 | 734344 |
Largest Losing Trade | -70681 | -43722 | -70681 | -1506146 | -279003 | -1506146 |
Avg Bars in Trades | 96 | 111 | 80 | 96 | 111 | 80 |
Avg Bars in Winners | 106 | 99 | 116 | 106 | 99 | 116 |
Avg Bars in Losers | 75 | 142 | 27 | 75 | 142 | 27 |
Bars Traded | 6734 | 3906 | 2828 | 6734 | 3906 | 2828 |
Profit Streak | 296.6705 | 528.6705 | 296.6705 | 296.6705 | 528.6705 | 296.6705 |
Trades During Streak | 5 | 6 | 2 | 5 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -245750 | -144700 | -276927 | -81011 | 744074 | -578523 |
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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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