Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92503.7389 | 278459.9792 | -185956.2403 | 4179326.7427 | -1923387.8769 | 6102714.6196 |
Total P&L (%) | 92.5037 | 278.46 | -185.9562 | 4179.3267 | -1923.3879 | 6102.7146 |
Avg Daily Profit (%) | 0.037 | 0.1114 | -0.0744 | 0.1503 | 0 | 0.1652 |
Buy And Hold Return (%) | 850.4082 | 850.4082 | 850.4082 | 850.4082 | 850.4082 | 850.4082 |
Max Trade Drawdown | -221064 | -42357 | -252471 | -4164005 | -2272502 | -1966828 |
Profit Factor | 1.1475 | 3.0946 | 0.6237 | 1.6715 | 0.3838 | 2.9669 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 66 | 33 | 33 | 48 | 25 | 23 |
Losing Trades | 40 | 20 | 20 | 58 | 28 | 30 |
Profitability (%) | 62.2642 | 62.2642 | 62.2642 | 45.283 | 47.1698 | 43.3962 |
Ratio Avg Win / Avg Loss | 0.6955 | 1.8755 | 0.378 | 2.0197 | 0.4298 | 3.8699 |
Largest Winning Trade | 66674 | 66674 | 36777 | 8177515 | 205182 | 8177515 |
Largest Losing Trade | -217614 | -35639 | -217614 | -707688 | -694693 | -707688 |
Avg Bars in Trades | 42 | 43 | 42 | 42 | 43 | 42 |
Avg Bars in Winners | 36 | 42 | 30 | 51 | 47 | 56 |
Avg Bars in Losers | 53 | 45 | 62 | 35 | 40 | 31 |
Bars Traded | 4555 | 2316 | 2239 | 4555 | 2316 | 2239 |
Profit Streak | 76.7321 | 322.2321 | 0 | 76.7321 | 301.2321 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -366753 | -381308 | -759243 | 301522 | -760966 | -169216 |
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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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