Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701772.4086 | 623610.2249 | 78162.1837 | 4823100.766 | 8096570.8855 | -3273470.1195 |
Total P&L (%) | 701.7724 | 623.6102 | 78.1622 | 4823.1008 | 8096.5709 | -3273.4701 |
Avg Daily Profit (%) | 0.2807 | 0.2494 | 0.0313 | 0.156 | 0.1764 | 0 |
Buy And Hold Return (%) | 718.7894 | 718.7894 | 718.7894 | 718.7894 | 718.7894 | 718.7894 |
Max Trade Drawdown | -88943 | -73967 | -115169 | -4336516 | -2036532 | -7029501 |
Profit Factor | 2.433 | 3.6175 | 1.3108 | 1.3505 | 2.7077 | 0.637 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 53.6842 | 57.4468 | 50 | 53.6842 | 57.4468 | 50 |
Ratio Avg Win / Avg Loss | 2.0991 | 2.6796 | 1.3108 | 1.1651 | 2.0057 | 0.637 |
Largest Winning Trade | 161579 | 161579 | 51728 | 4959176 | 4959176 | 1146207 |
Largest Losing Trade | -51457 | -51457 | -27841 | -2235193 | -699724 | -2235193 |
Avg Bars in Trades | 74 | 89 | 60 | 74 | 89 | 60 |
Avg Bars in Winners | 74 | 60 | 90 | 74 | 60 | 90 |
Avg Bars in Losers | 75 | 129 | 29 | 75 | 129 | 29 |
Bars Traded | 7117 | 4221 | 2896 | 7117 | 4221 | 2896 |
Profit Streak | 56.8712 | 137.5379 | 56.8712 | 56.8712 | 137.5379 | 56.8712 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150703 | -148139 | -316102 | 344589 | 554376 | -580128 |
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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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