Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515515.7157 | 456827.6049 | 58688.1107 | 511234.8147 | -312875.2031 | 824110.0177 |
Total P&L (%) | 515.5157 | 456.8276 | 58.6881 | 511.2348 | -312.8752 | 824.11 |
Avg Daily Profit (%) | 0.2778 | 0.2462 | 0.0316 | 0.0976 | 0 | 0.1199 |
Buy And Hold Return (%) | 11.0935 | 11.0935 | 11.0935 | 11.0935 | 11.0935 | 11.0935 |
Max Trade Drawdown | -156651 | -164466 | -27286 | -7445574 | -7186806 | -998050 |
Profit Factor | 1.8983 | 2.0867 | 1.3824 | 1.0357 | 0.9729 | 1.2995 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 65.3465 | 70 | 60.7843 | 65.3465 | 70 | 60.7843 |
Ratio Avg Win / Avg Loss | 1.0067 | 0.8943 | 0.8918 | 0.5493 | 0.417 | 0.8384 |
Largest Winning Trade | 118012 | 118012 | 29553 | 2531426 | 2531426 | 962705 |
Largest Losing Trade | -67744 | -67744 | -23445 | -3423553 | -3423553 | -867974 |
Avg Bars in Trades | 205 | 379 | 34 | 205 | 379 | 34 |
Avg Bars in Winners | 118 | 194 | 31 | 118 | 194 | 31 |
Avg Bars in Losers | 370 | 811 | 39 | 370 | 811 | 39 |
Bars Traded | 20755 | 18985 | 1769 | 20755 | 18985 | 1769 |
Profit Streak | 77.043 | 80.293 | 77.043 | 77.043 | 80.293 | 77.043 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519059 | -167699 | -330954 | -241896 | -757682 | -212197 |
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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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