Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 793519.5871 | 689745.4826 | 103774.1044 | 729117.3361 | 4212375.184 | -3483257.848 |
Total P&L (%) | 793.5196 | 689.7455 | 103.7741 | 729.1173 | 4212.3752 | -3483.2578 |
Avg Daily Profit (%) | 0.3173 | 0.2758 | 0.0415 | 0.0846 | 0.1506 | 0 |
Buy And Hold Return (%) | 872.4184 | 872.4184 | 872.4184 | 872.4184 | 872.4184 | 872.4184 |
Max Trade Drawdown | -96575 | -64471 | -96575 | -3320968 | -381267 | -4667695 |
Profit Factor | 2.9643 | 5.7323 | 1.4019 | 1.119 | 7.9592 | 0.3692 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 28 | 17 | 11 | 28 | 17 | 11 |
Profitability (%) | 67.0588 | 60.4651 | 73.8095 | 67.0588 | 60.4651 | 73.8095 |
Ratio Avg Win / Avg Loss | 1.4562 | 3.748 | 0.4974 | 0.5497 | 5.2041 | 0.131 |
Largest Winning Trade | 152589 | 152589 | 52465 | 1476759 | 1476759 | 475434 |
Largest Losing Trade | -96575 | -28318 | -96575 | -3320968 | -176926 | -3320968 |
Avg Bars in Trades | 83 | 97 | 69 | 83 | 97 | 69 |
Avg Bars in Winners | 88 | 104 | 76 | 88 | 104 | 76 |
Avg Bars in Losers | 72 | 86 | 51 | 72 | 86 | 51 |
Bars Traded | 7108 | 4179 | 2929 | 7108 | 4179 | 2929 |
Profit Streak | 56.6788 | 56.6788 | 57.0121 | 56.6788 | 56.6788 | 57.0121 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148490 | -146791 | -300521 | -332946 | 598573 | -577087 |
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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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