Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682085.3814 | 594906.6689 | 87178.7125 | 5705181.6295 | 7596698.6255 | -1891516.996 |
Total P&L (%) | 682.0854 | 594.9067 | 87.1787 | 5705.1816 | 7596.6986 | -1891.517 |
Avg Daily Profit (%) | 0.2728 | 0.2379 | 0.0349 | 0.1625 | 0.1738 | 0 |
Buy And Hold Return (%) | 777.4424 | 777.4424 | 777.4424 | 777.4424 | 777.4424 | 777.4424 |
Max Trade Drawdown | -76705 | -72656 | -98554 | -3426367 | -1945866 | -5313935 |
Profit Factor | 2.4427 | 3.5665 | 1.3618 | 1.5215 | 2.8198 | 0.7204 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Losing Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Profitability (%) | 59.4059 | 66 | 52.9412 | 59.4059 | 66 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.6692 | 1.8373 | 1.2104 | 1.0397 | 1.4526 | 0.6404 |
Largest Winning Trade | 143914 | 143914 | 52750 | 4152058 | 4152058 | 1058849 |
Largest Losing Trade | -49835 | -49835 | -21296 | -1450701 | -965183 | -1450701 |
Avg Bars in Trades | 70 | 83 | 57 | 70 | 83 | 57 |
Avg Bars in Winners | 74 | 59 | 92 | 74 | 59 | 92 |
Avg Bars in Losers | 64 | 130 | 18 | 64 | 130 | 18 |
Bars Traded | 7115 | 4174 | 2941 | 7115 | 4174 | 2941 |
Profit Streak | 68.0301 | 147.3634 | 68.0301 | 68.0301 | 147.3634 | 68.0301 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150005 | -327302 | -490755 | 418054 | -164544 | -759893 |
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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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