Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752862.2929 | 664925.2654 | 87937.0275 | 1423532.2559 | 10921526.8191 | -9497994.5632 |
Total P&L (%) | 752.8623 | 664.9253 | 87.937 | 1423.5323 | 10921.5268 | -9497.9946 |
Avg Daily Profit (%) | 0.301 | 0.2659 | 0.0352 | 0.109 | 0.1882 | 0 |
Buy And Hold Return (%) | 872.4138 | 872.4138 | 872.4138 | 872.4138 | 872.4138 | 872.4138 |
Max Trade Drawdown | -144075 | -61900 | -136495 | -8855896 | -363753 | -10117873 |
Profit Factor | 2.5202 | 5.9532 | 1.2436 | 1.0979 | 13.9377 | 0.3064 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 62.0253 | 64.1026 | 60 | 62.0253 | 64.1026 | 60 |
Ratio Avg Win / Avg Loss | 1.543 | 3.3338 | 0.8291 | 0.6722 | 7.8051 | 0.2043 |
Largest Winning Trade | 187669 | 187669 | 65856 | 4943428 | 4943428 | 758020 |
Largest Losing Trade | -90355 | -42990 | -90355 | -8743889 | -245267 | -8743889 |
Avg Bars in Trades | 59 | 63 | 56 | 59 | 63 | 56 |
Avg Bars in Winners | 73 | 67 | 80 | 73 | 67 | 80 |
Avg Bars in Losers | 36 | 56 | 19 | 36 | 56 | 19 |
Bars Traded | 4723 | 2483 | 2240 | 4723 | 2483 | 2240 |
Profit Streak | 73.9808 | 299.4808 | 73.9808 | 73.9808 | 299.4808 | 73.9808 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -180547 | -145487 | -311747 | -199415 | 707802 | -578895 |
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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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