Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 769357.5309 | 724962.5581 | 44394.9728 | 822589.3454 | 10567731.6574 | -9745142.3121 |
Total P&L (%) | 769.3575 | 724.9626 | 44.395 | 822.5893 | 10567.7317 | -9745.1423 |
Avg Daily Profit (%) | 0.3077 | 0.2899 | 0.0178 | 0.0889 | 0.1869 | 0 |
Buy And Hold Return (%) | 638.3518 | 638.3518 | 638.3518 | 638.3518 | 638.3518 | 638.3518 |
Max Trade Drawdown | -135483 | -83960 | -126336 | -11605219 | -1349911 | -11893254 |
Profit Factor | 2.3372 | 3.8855 | 1.137 | 1.0444 | 3.8025 | 0.3401 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 61.6162 | 63.2653 | 60 | 61.6162 | 63.2653 | 60 |
Ratio Avg Win / Avg Loss | 1.456 | 2.2561 | 0.758 | 0.6506 | 2.2079 | 0.2267 |
Largest Winning Trade | 176539 | 176539 | 65127 | 7798764 | 7798764 | 906674 |
Largest Losing Trade | -90036 | -53217 | -90036 | -11100258 | -847844 | -11100258 |
Avg Bars in Trades | 71 | 81 | 61 | 71 | 81 | 61 |
Avg Bars in Winners | 77 | 76 | 78 | 77 | 76 | 78 |
Avg Bars in Losers | 62 | 90 | 36 | 62 | 90 | 36 |
Bars Traded | 7091 | 4005 | 3086 | 7091 | 4005 | 3086 |
Profit Streak | 54.5523 | 127.5523 | 54.5523 | 54.5523 | 127.5523 | 54.5523 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -86878 | -104615 | -584623 | -320463 | 648361 | -758974 |
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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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