Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 566287.9154 | 574762.0168 | -8474.1013 | -504196.6289 | 825490.671 | -1329687.3 |
Total P&L (%) | 566.2879 | 574.762 | -8.4741 | -504.1966 | 825.4907 | -1329.6873 |
Avg Daily Profit (%) | 0.26 | 0.2639 | -0.0039 | 0 | 0.1022 | 0 |
Buy And Hold Return (%) | 140.9836 | 140.9836 | 140.9836 | 140.9836 | 140.9836 | 140.9836 |
Max Trade Drawdown | -209958 | -102931 | -126052 | -10972832 | -8905045 | -2253668 |
Profit Factor | 2.0552 | 2.6384 | 0.9544 | 0.9661 | 1.0699 | 0.5675 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 69 | 35 | 34 | 57 | 28 | 29 |
Losing Trades | 28 | 13 | 15 | 40 | 20 | 20 |
Profitability (%) | 71.134 | 72.9167 | 69.3878 | 58.7629 | 58.3333 | 59.1837 |
Ratio Avg Win / Avg Loss | 0.834 | 0.98 | 0.4211 | 0.678 | 0.7642 | 0.3914 |
Largest Winning Trade | 142710 | 142710 | 16105 | 2873436 | 2873436 | 313368 |
Largest Losing Trade | -118962 | -87296 | -118962 | -8209171 | -8209171 | -1988849 |
Avg Bars in Trades | 122 | 242 | 5 | 122 | 242 | 5 |
Avg Bars in Winners | 51 | 97 | 3 | 103 | 204 | 5 |
Avg Bars in Losers | 299 | 631 | 11 | 150 | 294 | 6 |
Bars Traded | 11908 | 11626 | 282 | 11908 | 11626 | 282 |
Profit Streak | 88.8227 | 0 | 168.3227 | 0 | 169.156 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 407046 | 422784 | -577310 | -579383 | -200345 | -579213 |
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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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