Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 610369.6924 | 521577.8499 | 88791.8425 | 739063.1339 | -246371.4521 | 985434.586 |
Total P&L (%) | 610.3697 | 521.5779 | 88.7918 | 739.0631 | -246.3715 | 985.4346 |
Avg Daily Profit (%) | 0.2438 | 0.2083 | 0.0355 | 0.085 | 0 | 0.0953 |
Buy And Hold Return (%) | 19.84 | 19.84 | 19.84 | 19.84 | 19.84 | 19.84 |
Max Trade Drawdown | -179063 | -141300 | -75690 | -4765589 | -4199511 | -684073 |
Profit Factor | 1.9365 | 2.3155 | 1.3478 | 1.0958 | 0.9593 | 1.5937 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Losing Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Profitability (%) | 60.2151 | 68.0851 | 52.1739 | 60.2151 | 68.0851 | 52.1739 |
Ratio Avg Win / Avg Loss | 1.2795 | 1.0854 | 1.2355 | 0.724 | 0.4497 | 1.4609 |
Largest Winning Trade | 127249 | 127249 | 49885 | 2653572 | 2653572 | 627678 |
Largest Losing Trade | -57531 | -57531 | -39390 | -2825020 | -2825020 | -342511 |
Avg Bars in Trades | 50 | 74 | 26 | 50 | 74 | 26 |
Avg Bars in Winners | 49 | 56 | 40 | 49 | 56 | 40 |
Avg Bars in Losers | 52 | 111 | 11 | 52 | 111 | 11 |
Bars Traded | 4714 | 3484 | 1230 | 4714 | 3484 | 1230 |
Profit Streak | 149.1638 | 259.1638 | 0 | 149.1638 | 259.1638 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472490 | 547440 | -146307 | -193771 | -576978 | -62818 |
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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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