Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 741426.7069 | 716334.5601 | 25092.1467 | 1572879.0842 | 5687390.644 | -4114511.5598 |
Total P&L (%) | 741.4267 | 716.3346 | 25.0921 | 1572.8791 | 5687.3906 | -4114.5116 |
Avg Daily Profit (%) | 0.2964 | 0.2864 | 0.01 | 0.1127 | 0.1624 | 0 |
Buy And Hold Return (%) | 786.0076 | 786.0076 | 786.0076 | 786.0076 | 786.0076 | 786.0076 |
Max Trade Drawdown | -117470 | -73860 | -151196 | -5964055 | -4119179 | -6912267 |
Profit Factor | 2.2642 | 4.0748 | 1.071 | 1.0901 | 1.8374 | 0.6141 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 43.8776 | 46.9388 | 40.8163 | 43.8776 | 46.9388 | 40.8163 |
Ratio Avg Win / Avg Loss | 2.8961 | 4.6063 | 1.5529 | 1.3943 | 2.077 | 0.8905 |
Largest Winning Trade | 310351 | 310351 | 48092 | 4525266 | 4525266 | 1686894 |
Largest Losing Trade | -55031 | -24770 | -55031 | -3292764 | -1166338 | -3292764 |
Avg Bars in Trades | 73 | 76 | 70 | 73 | 76 | 70 |
Avg Bars in Winners | 89 | 90 | 89 | 89 | 90 | 89 |
Avg Bars in Losers | 60 | 63 | 57 | 60 | 63 | 57 |
Bars Traded | 7195 | 3736 | 3458 | 7195 | 3736 | 3458 |
Profit Streak | 74.7449 | 108.4116 | 0 | 74.7449 | 108.4116 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154167 | -150021 | -490021 | -171987 | 398387 | -584253 |
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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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