Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866376.2858 | 754206.0229 | 112170.2629 | 8808229.5238 | 11235001.5386 | -2426772.0148 |
Total P&L (%) | 866.3763 | 754.206 | 112.1703 | 8808.2295 | 11235.0015 | -2426.772 |
Avg Daily Profit (%) | 0.3465 | 0.3016 | 0.0449 | 0.1797 | 0.1894 | 0 |
Buy And Hold Return (%) | 769.6201 | 769.6201 | 769.6201 | 769.6201 | 769.6201 | 769.6201 |
Max Trade Drawdown | -109019 | -44964 | -106779 | -4902534 | -1681827 | -6916017 |
Profit Factor | 2.7541 | 4.6224 | 1.3926 | 1.5072 | 2.8631 | 0.7859 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Profitability (%) | 51.5152 | 55.102 | 48 | 51.5152 | 55.102 | 48 |
Ratio Avg Win / Avg Loss | 2.5921 | 3.7664 | 1.5087 | 1.4186 | 2.3329 | 0.8514 |
Largest Winning Trade | 307103 | 307103 | 47508 | 5454502 | 5454502 | 1422059 |
Largest Losing Trade | -54180 | -26840 | -54180 | -3618504 | -768701 | -3618504 |
Avg Bars in Trades | 71 | 75 | 67 | 71 | 75 | 67 |
Avg Bars in Winners | 85 | 84 | 86 | 85 | 84 | 86 |
Avg Bars in Losers | 56 | 64 | 49 | 56 | 64 | 49 |
Bars Traded | 7068 | 3717 | 3351 | 7068 | 3717 | 3351 |
Profit Streak | 74.9958 | 81.9958 | 74.9958 | 74.9958 | 81.9958 | 74.9958 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110694 | -148037 | -477282 | 383041 | 530221 | -761053 |
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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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