Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 663568.9515 | 610070.1132 | 53498.8383 | 447497.0403 | 707257.9717 | -259760.9314 |
Total P&L (%) | 663.569 | 610.0701 | 53.4988 | 447.497 | 707.258 | -259.7609 |
Avg Daily Profit (%) | 0.3185 | 0.2928 | 0.0257 | 0.0816 | 0.1003 | 0 |
Buy And Hold Return (%) | 15.4185 | 15.4185 | 15.4185 | 15.4185 | 15.4185 | 15.4185 |
Max Trade Drawdown | -113098 | -127163 | -57514 | -3730179 | -2958362 | -1552186 |
Profit Factor | 1.8735 | 2.1398 | 1.2384 | 1.0386 | 1.0866 | 0.9244 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 64.1221 | 64.6154 | 63.6364 | 64.1221 | 64.6154 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.0483 | 1.1718 | 0.7076 | 0.5811 | 0.5951 | 0.5282 |
Largest Winning Trade | 119000 | 119000 | 26930 | 1164047 | 1164047 | 486331 |
Largest Losing Trade | -67782 | -67782 | -31727 | -1989738 | -1989738 | -707248 |
Avg Bars in Trades | 174 | 327 | 23 | 174 | 327 | 23 |
Avg Bars in Winners | 87 | 150 | 25 | 87 | 150 | 25 |
Avg Bars in Losers | 329 | 650 | 20 | 329 | 650 | 20 |
Bars Traded | 22841 | 21274 | 1567 | 22841 | 21274 | 1567 |
Profit Streak | 166.4211 | 0 | 310.2545 | 166.4211 | 0 | 310.2545 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 513118 | -117995 | -284388 | -260957 | -315362 | -701945 |
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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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