Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 492332.1728 | 482660.3973 | 9671.7754 | 583893.444 | 989909.2262 | -406015.7822 |
Total P&L (%) | 492.3322 | 482.6604 | 9.6718 | 583.8934 | 989.9092 | -406.0158 |
Avg Daily Profit (%) | 0.226 | 0.2216 | 0.0044 | 0.0883 | 0.1097 | 0 |
Buy And Hold Return (%) | 101.7226 | 101.7226 | 101.7226 | 101.7226 | 101.7226 | 101.7226 |
Max Trade Drawdown | -146923 | -158299 | -33131 | -2686009 | -2622818 | -939625 |
Profit Factor | 1.764 | 1.9807 | 1.0635 | 1.0631 | 1.1341 | 0.7825 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Losing Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Profitability (%) | 68.7943 | 72.8571 | 64.7887 | 68.7943 | 72.8571 | 64.7887 |
Ratio Avg Win / Avg Loss | 0.8002 | 0.7379 | 0.578 | 0.4822 | 0.4225 | 0.4253 |
Largest Winning Trade | 60768 | 60768 | 15719 | 839318 | 839318 | 157949 |
Largest Losing Trade | -74245 | -74245 | -21459 | -2501498 | -2501498 | -427721 |
Avg Bars in Trades | 59 | 117 | 2 | 59 | 117 | 2 |
Avg Bars in Winners | 37 | 69 | 1 | 37 | 69 | 1 |
Avg Bars in Losers | 107 | 244 | 3 | 107 | 244 | 3 |
Bars Traded | 8370 | 8210 | 160 | 8370 | 8210 | 160 |
Profit Streak | 30.4818 | 0 | 170.9818 | 30.4818 | 0 | 170.9818 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370239 | -83987 | -588093 | -224914 | -212044 | -663908 |
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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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