Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 583224.5915 | 518889.0446 | 64335.5469 | 567198.2907 | -471815.5412 | 1039013.8319 |
Total P&L (%) | 583.2246 | 518.889 | 64.3355 | 567.1983 | -471.8155 | 1039.0138 |
Avg Daily Profit (%) | 0.309 | 0.275 | 0.0341 | 0.1006 | 0 | 0.129 |
Buy And Hold Return (%) | 278.0152 | 278.0152 | 278.0152 | 278.0152 | 278.0152 | 278.0152 |
Max Trade Drawdown | -180826 | -140839 | -44027 | -8449913 | -8116992 | -387640 |
Profit Factor | 2.4438 | 2.6341 | 1.7445 | 1.0552 | 0.9513 | 2.7607 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 63.2184 | 60.4651 | 65.9091 | 63.2184 | 60.4651 | 65.9091 |
Ratio Avg Win / Avg Loss | 1.4218 | 1.7223 | 0.9023 | 0.6139 | 0.622 | 1.4279 |
Largest Winning Trade | 166012 | 166012 | 19590 | 2290520 | 2290520 | 433244 |
Largest Losing Trade | -88225 | -88225 | -29362 | -5316402 | -5316402 | -225324 |
Avg Bars in Trades | 236 | 460 | 17 | 236 | 460 | 17 |
Avg Bars in Winners | 123 | 242 | 15 | 123 | 242 | 15 |
Avg Bars in Losers | 431 | 792 | 22 | 431 | 792 | 22 |
Bars Traded | 20580 | 19791 | 789 | 20580 | 19791 | 789 |
Profit Streak | 27.7694 | 28.1027 | 27.7694 | 27.7694 | 28.1027 | 27.7694 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342476 | 283344 | -309660 | -223118 | -578830 | -15758 |
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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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