Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011625.7982 | 1051065.7148 | -39439.9166 | -27700.6888 | -124901.3854 | 97200.6966 |
Total P&L (%) | 1011.6258 | 1051.0657 | -39.4399 | -27.7007 | -124.9014 | 97.2007 |
Avg Daily Profit (%) | 0.4858 | 0.5047 | -0.0189 | -0.0156 | 0 | 0.0326 |
Buy And Hold Return (%) | 120.7317 | 120.7317 | 120.7317 | 120.7317 | 120.7317 | 120.7317 |
Max Trade Drawdown | -193891 | -199422 | -69625 | -1823623 | -1930746 | -157991 |
Profit Factor | 2.2612 | 2.7309 | 0.7976 | 0.9919 | 0.9559 | 1.169 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 47.0588 | 44.0678 | 50 | 47.0588 | 44.0678 | 50 |
Ratio Avg Win / Avg Loss | 2.5438 | 3.4661 | 0.7976 | 1.1159 | 1.2133 | 1.169 |
Largest Winning Trade | 694549 | 694549 | 13861 | 1650222 | 1650222 | 158571 |
Largest Losing Trade | -67608 | -67608 | -24548 | -650864 | -650864 | -95512 |
Avg Bars in Trades | 196 | 370 | 25 | 196 | 370 | 25 |
Avg Bars in Winners | 274 | 564 | 22 | 274 | 564 | 22 |
Avg Bars in Losers | 127 | 217 | 27 | 127 | 217 | 27 |
Bars Traded | 23364 | 21855 | 1509 | 23364 | 21855 | 1509 |
Profit Streak | 99.0843 | 0 | 114.8343 | 99.0843 | 0 | 114.8343 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522596 | -163134 | -749117 | -579379 | -758098 | -518054 |
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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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