Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 578076.2691 | 591506.6043 | -13430.3351 | 91973.1814 | -280564.8757 | 372538.0572 |
Total P&L (%) | 578.0763 | 591.5066 | -13.4303 | 91.9732 | -280.5649 | 372.5381 |
Avg Daily Profit (%) | 0.3105 | 0.3177 | -0.0072 | 0.035 | 0 | 0.0835 |
Buy And Hold Return (%) | 79.6109 | 79.6109 | 79.6109 | 79.6109 | 79.6109 | 79.6109 |
Max Trade Drawdown | -167860 | -161197 | -92148 | -13527940 | -12863668 | -1635391 |
Profit Factor | 1.827 | 2.0371 | 0.8956 | 1.003 | 0.9898 | 1.129 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 118 | 68 | 50 | 118 | 68 | 50 |
Losing Trades | 55 | 18 | 37 | 55 | 18 | 37 |
Profitability (%) | 68.2081 | 79.0698 | 57.4713 | 68.2081 | 79.0698 | 57.4713 |
Ratio Avg Win / Avg Loss | 0.8516 | 0.5392 | 0.6627 | 0.4675 | 0.262 | 0.8355 |
Largest Winning Trade | 127566 | 127566 | 8286 | 4180286 | 4180286 | 648133 |
Largest Losing Trade | -82279 | -82279 | -16627 | -10164211 | -10164211 | -1320310 |
Avg Bars in Trades | 122 | 242 | 3 | 122 | 242 | 3 |
Avg Bars in Winners | 65 | 111 | 2 | 65 | 111 | 2 |
Avg Bars in Losers | 246 | 739 | 6 | 246 | 739 | 6 |
Bars Traded | 21211 | 20875 | 336 | 21211 | 20875 | 336 |
Profit Streak | 31.769 | 31.769 | 90.769 | 31.769 | 31.769 | 90.769 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518161 | 518413 | -578492 | -477693 | -576515 | -161121 |
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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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