Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774476.5284 | 734757.7884 | 39718.74 | 2287795.8872 | 4485336.0222 | -2197540.135 |
Total P&L (%) | 774.4765 | 734.7578 | 39.7187 | 2287.7959 | 4485.336 | -2197.5401 |
Avg Daily Profit (%) | 0.3097 | 0.2938 | 0.0159 | 0.127 | 0.1531 | 0 |
Buy And Hold Return (%) | 839.5488 | 839.5488 | 839.5488 | 839.5488 | 839.5488 | 839.5488 |
Max Trade Drawdown | -97351 | -65340 | -104908 | -2431122 | -1479327 | -2978095 |
Profit Factor | 2.362 | 4.4167 | 1.1123 | 1.281 | 2.6702 | 0.5972 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Profitability (%) | 45.5556 | 51.1111 | 40 | 45.5556 | 51.1111 | 40 |
Ratio Avg Win / Avg Loss | 2.8229 | 4.2246 | 1.6685 | 1.531 | 2.5541 | 0.8958 |
Largest Winning Trade | 306443 | 306443 | 58334 | 1969919 | 1969919 | 695461 |
Largest Losing Trade | -68642 | -19257 | -68642 | -1339727 | -409422 | -1339727 |
Avg Bars in Trades | 79 | 80 | 77 | 79 | 80 | 77 |
Avg Bars in Winners | 113 | 103 | 126 | 113 | 103 | 126 |
Avg Bars in Losers | 50 | 56 | 45 | 50 | 56 | 45 |
Bars Traded | 7132 | 3633 | 3499 | 7132 | 3633 | 3499 |
Profit Streak | 151.6811 | 165.0144 | 151.6811 | 151.6811 | 165.0144 | 151.6811 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152439 | -148394 | -436500 | -25515 | 460875 | -584026 |
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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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