Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474055.5838 | 516997.7116 | -42942.1278 | -53003.3416 | -135939.3815 | 82936.0399 |
Total P&L (%) | 474.0556 | 516.9977 | -42.9421 | -53.0033 | -135.9394 | 82.936 |
Avg Daily Profit (%) | 0.2468 | 0.2692 | -0.0224 | -0.0393 | 0 | 0.0314 |
Buy And Hold Return (%) | 21.8784 | 21.8784 | 21.8784 | 21.8784 | 21.8784 | 21.8784 |
Max Trade Drawdown | -300264 | -232939 | -67324 | -1657872 | -1590451 | -212894 |
Profit Factor | 1.5435 | 1.7474 | 0.762 | 0.983 | 0.9488 | 1.1797 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 60 | 29 | 31 | 60 | 29 | 31 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 47.2441 | 46.0317 | 48.4375 | 47.2441 | 46.0317 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.7236 | 2.0487 | 0.8112 | 1.0977 | 1.1124 | 1.2558 |
Largest Winning Trade | 237657 | 237657 | 22494 | 691579 | 691579 | 122357 |
Largest Losing Trade | -65328 | -65328 | -32893 | -1003182 | -1003182 | -141653 |
Avg Bars in Trades | 59 | 114 | 6 | 59 | 114 | 6 |
Avg Bars in Winners | 49 | 95 | 5 | 49 | 95 | 5 |
Avg Bars in Losers | 69 | 130 | 6 | 69 | 130 | 6 |
Bars Traded | 7588 | 7202 | 386 | 7588 | 7202 | 386 |
Profit Streak | 19.7543 | 21.5043 | 19.7543 | 19.7543 | 21.5043 | 19.7543 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397230 | -135731 | -719731 | -578781 | -726784 | -315127 |
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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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