Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 626102.8752 | 657180.0946 | -31077.2195 | -74679.8977 | 129795.0822 | -204474.9799 |
Total P&L (%) | 626.1029 | 657.1801 | -31.0772 | -74.6799 | 129.7951 | -204.475 |
Avg Daily Profit (%) | 0.2497 | 0.2621 | -0.0124 | -0.0548 | 0.0332 | 0 |
Buy And Hold Return (%) | 257.2629 | 257.2629 | 257.2629 | 257.2629 | 257.2629 | 257.2629 |
Max Trade Drawdown | -208547 | -116534 | -205337 | -250714 | -86654 | -296748 |
Profit Factor | 1.9144 | 3.1624 | 0.9184 | 0.8295 | 2.1653 | 0.3738 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 51.7241 | 51.1628 | 52.2727 | 51.7241 | 51.1628 | 52.2727 |
Ratio Avg Win / Avg Loss | 1.7868 | 3.0186 | 0.8385 | 0.7742 | 2.0669 | 0.3413 |
Largest Winning Trade | 508247 | 508247 | 39080 | 120194 | 120194 | 40818 |
Largest Losing Trade | -93307 | -47650 | -93307 | -191776 | -49922 | -191776 |
Avg Bars in Trades | 108 | 135 | 82 | 108 | 135 | 82 |
Avg Bars in Winners | 121 | 127 | 115 | 121 | 127 | 115 |
Avg Bars in Losers | 95 | 143 | 46 | 95 | 143 | 46 |
Bars Traded | 9439 | 5806 | 3633 | 9439 | 5806 | 3633 |
Profit Streak | 161.9706 | 161.9706 | 475.7206 | 161.9706 | 161.9706 | 475.7206 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356742 | 427858 | -579034 | -578968 | -309427 | -579034 |
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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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