Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 694448.5867 | 627822.6205 | 66625.9663 | 1029035.1189 | 6776645.3118 | -5747610.1929 |
Total P&L (%) | 694.4486 | 627.8226 | 66.626 | 1029.0351 | 6776.6453 | -5747.6102 |
Avg Daily Profit (%) | 0.2777 | 0.2511 | 0.0266 | 0.097 | 0.1694 | 0 |
Buy And Hold Return (%) | 726.2135 | 726.2135 | 726.2135 | 726.2135 | 726.2135 | 726.2135 |
Max Trade Drawdown | -91471 | -80425 | -93719 | -6628669 | -863465 | -6948291 |
Profit Factor | 2.3837 | 4.4476 | 1.2084 | 1.1002 | 4.8694 | 0.3252 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 63.5294 | 61.9048 | 65.1163 | 63.5294 | 61.9048 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.3684 | 2.737 | 0.6473 | 0.6316 | 2.9965 | 0.1742 |
Largest Winning Trade | 171294 | 171294 | 56886 | 4703786 | 4703786 | 449451 |
Largest Losing Trade | -88658 | -48185 | -88658 | -6604902 | -564067 | -6604902 |
Avg Bars in Trades | 82 | 93 | 72 | 82 | 93 | 72 |
Avg Bars in Winners | 102 | 104 | 100 | 102 | 104 | 100 |
Avg Bars in Losers | 48 | 75 | 20 | 48 | 75 | 20 |
Bars Traded | 7035 | 3917 | 3118 | 7035 | 3917 | 3118 |
Profit Streak | 53.6238 | 0 | 55.2904 | 53.6238 | 0 | 55.2904 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150824 | -148326 | -322625 | -208261 | 614212 | -578205 |
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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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