Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446215.12 | 456642.9977 | -10427.8777 | 44992.0722 | 440648.877 | -395656.8048 |
Total P&L (%) | 446.2151 | 456.643 | -10.4279 | 44.9921 | 440.6489 | -395.6568 |
Avg Daily Profit (%) | 0.2401 | 0.2457 | -0.0056 | 0.02 | 0.0909 | 0 |
Buy And Hold Return (%) | 65.1792 | 65.1792 | 65.1792 | 65.1792 | 65.1792 | 65.1792 |
Max Trade Drawdown | -125834 | -106087 | -62927 | -1307701 | -1194129 | -589806 |
Profit Factor | 1.8276 | 2.2935 | 0.944 | 1.0125 | 1.1763 | 0.6382 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 56.4706 | 57.1429 | 55.814 | 56.4706 | 57.1429 | 55.814 |
Ratio Avg Win / Avg Loss | 1.4087 | 1.7202 | 0.7473 | 0.7805 | 0.8823 | 0.5052 |
Largest Winning Trade | 132626 | 132626 | 14568 | 785786 | 785786 | 135512 |
Largest Losing Trade | -86724 | -86724 | -28694 | -711269 | -711269 | -395487 |
Avg Bars in Trades | 240 | 467 | 19 | 240 | 467 | 19 |
Avg Bars in Winners | 135 | 252 | 18 | 135 | 252 | 18 |
Avg Bars in Losers | 377 | 754 | 20 | 377 | 754 | 20 |
Bars Traded | 20467 | 19632 | 835 | 20467 | 19632 | 835 |
Profit Streak | 82.9882 | 83.2382 | 82.9882 | 82.9882 | 83.2382 | 82.9882 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440833 | 500610 | -579137 | -538314 | -98510 | -579137 |
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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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