Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 309575.4189 | 236365.1322 | 73210.2867 | 109358.8698 | 2376899.9612 | -2267541.0914 |
Total P&L (%) | 309.5754 | 236.3651 | 73.2103 | 109.3589 | 2376.9 | -2267.5411 |
Avg Daily Profit (%) | 0.1704 | 0.1301 | 0.0403 | 0.0407 | 0.1768 | 0 |
Buy And Hold Return (%) | 232.7562 | 232.7562 | 232.7562 | 232.7562 | 232.7562 | 232.7562 |
Max Trade Drawdown | -210872 | -51855 | -183241 | -3850981 | -272091 | -3614261 |
Profit Factor | 1.7042 | 2.6335 | 1.2482 | 1.0171 | 3.0832 | 0.5689 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 31 | 20 | 11 | 31 | 20 | 11 |
Profitability (%) | 60.7595 | 50 | 71.7949 | 60.7595 | 50 | 71.7949 |
Ratio Avg Win / Avg Loss | 1.1006 | 2.6335 | 0.4904 | 0.6569 | 3.0832 | 0.2235 |
Largest Winning Trade | 74103 | 74103 | 56338 | 830715 | 830715 | 536621 |
Largest Losing Trade | -75670 | -25437 | -75670 | -1876395 | -251585 | -1876395 |
Avg Bars in Trades | 62 | 62 | 63 | 62 | 62 | 63 |
Avg Bars in Winners | 60 | 75 | 49 | 60 | 75 | 49 |
Avg Bars in Losers | 66 | 49 | 97 | 66 | 49 | 97 |
Bars Traded | 4961 | 2494 | 2467 | 4961 | 2494 | 2467 |
Profit Streak | 27.1763 | 27.1763 | 40.1763 | 27.1763 | 27.1763 | 40.1763 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82203 | -174721 | -302927 | -536345 | 514772 | -576944 |
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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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