Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 744013.276 | 638102.5151 | 105910.761 | 6407012.1429 | 8259600.2789 | -1852588.136 |
Total P&L (%) | 744.0133 | 638.1025 | 105.9108 | 6407.0121 | 8259.6003 | -1852.5881 |
Avg Daily Profit (%) | 0.2976 | 0.2552 | 0.0424 | 0.1671 | 0.1772 | 0 |
Buy And Hold Return (%) | 940.8894 | 940.8894 | 940.8894 | 940.8894 | 940.8894 | 940.8894 |
Max Trade Drawdown | -115280 | -70497 | -126736 | -1744569 | -467348 | -3081853 |
Profit Factor | 2.6053 | 5.2082 | 1.3396 | 1.9223 | 6.1408 | 0.6531 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 61.1111 | 60 | 62.2222 | 61.1111 | 60 | 62.2222 |
Ratio Avg Win / Avg Loss | 1.6579 | 3.4721 | 0.8133 | 1.2233 | 4.0939 | 0.3965 |
Largest Winning Trade | 173103 | 173103 | 53542 | 3687891 | 3687891 | 913072 |
Largest Losing Trade | -67467 | -50800 | -67467 | -1591347 | -467348 | -1591347 |
Avg Bars in Trades | 78 | 87 | 70 | 78 | 87 | 70 |
Avg Bars in Winners | 87 | 78 | 95 | 87 | 78 | 95 |
Avg Bars in Losers | 65 | 99 | 28 | 65 | 99 | 28 |
Bars Traded | 7079 | 3926 | 3153 | 7079 | 3926 | 3153 |
Profit Streak | 63.5985 | 63.5985 | 63.9318 | 63.5985 | 63.5985 | 63.9318 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148814 | -146984 | -300822 | 478530 | 673435 | -578154 |
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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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