Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 702964.1158 | 670410.4349 | 32553.6809 | 1266053.2755 | 2077946.6324 | -811893.3569 |
Total P&L (%) | 702.9641 | 670.4104 | 32.5537 | 1266.0533 | 2077.9466 | -811.8934 |
Avg Daily Profit (%) | 0.3235 | 0.3085 | 0.015 | 0.1204 | 0.1419 | 0 |
Buy And Hold Return (%) | 212.6919 | 212.6919 | 212.6919 | 212.6919 | 212.6919 | 212.6919 |
Max Trade Drawdown | -115045 | -131742 | -82635 | -2846334 | -2689072 | -1588802 |
Profit Factor | 2.048 | 2.4322 | 1.1606 | 1.144 | 1.3339 | 0.6838 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Losing Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Profitability (%) | 55.5556 | 56.8966 | 54.2373 | 55.5556 | 56.8966 | 54.2373 |
Ratio Avg Win / Avg Loss | 1.6384 | 1.8426 | 0.9793 | 0.9152 | 1.0106 | 0.577 |
Largest Winning Trade | 156643 | 156643 | 25215 | 1464612 | 1464612 | 341873 |
Largest Losing Trade | -68212 | -68212 | -28411 | -1885874 | -1885874 | -711373 |
Avg Bars in Trades | 104 | 184 | 25 | 104 | 184 | 25 |
Avg Bars in Winners | 76 | 117 | 33 | 76 | 117 | 33 |
Avg Bars in Losers | 139 | 273 | 16 | 139 | 273 | 16 |
Bars Traded | 12242 | 10725 | 1517 | 12242 | 10725 | 1517 |
Profit Streak | 79.3804 | 0 | 320.8804 | 79.3804 | 0 | 320.8804 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422438 | -168538 | -558608 | -94771 | -182109 | -755244 |
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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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