Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686678.2662 | 658046.6832 | 28631.5831 | 801262.5161 | 6178841.6161 | -5377579.1 |
Total P&L (%) | 686.6783 | 658.0467 | 28.6316 | 801.2625 | 6178.8416 | -5377.5791 |
Avg Daily Profit (%) | 0.2746 | 0.2631 | 0.0115 | 0.088 | 0.1657 | 0 |
Buy And Hold Return (%) | 752.519 | 752.519 | 752.519 | 752.519 | 752.519 | 752.519 |
Max Trade Drawdown | -127572 | -77628 | -115879 | -6510249 | -814868 | -6503438 |
Profit Factor | 2.1683 | 3.5568 | 1.0867 | 1.073 | 3.3928 | 0.3598 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 60.6061 | 65.3061 | 56 | 60.6061 | 65.3061 | 56 |
Ratio Avg Win / Avg Loss | 1.4094 | 1.8896 | 0.8538 | 0.6974 | 1.8024 | 0.2827 |
Largest Winning Trade | 179221 | 179221 | 57070 | 4641723 | 4641723 | 436315 |
Largest Losing Trade | -82820 | -47729 | -82820 | -5989288 | -435898 | -5989288 |
Avg Bars in Trades | 71 | 82 | 61 | 71 | 82 | 61 |
Avg Bars in Winners | 78 | 75 | 82 | 78 | 75 | 82 |
Avg Bars in Losers | 61 | 96 | 34 | 61 | 96 | 34 |
Bars Traded | 7108 | 4046 | 3063 | 7108 | 4046 | 3063 |
Profit Streak | 54.4099 | 132.4099 | 54.4099 | 54.4099 | 132.4099 | 54.4099 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151466 | -147032 | -648906 | -360046 | 635905 | -759493 |
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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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