Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 821049.031 | 774000.2046 | 47048.8264 | 1583368.4063 | 1943337.5882 | -359969.1819 |
Total P&L (%) | 821.049 | 774.0002 | 47.0488 | 1583.3684 | 1943.3376 | -359.9692 |
Avg Daily Profit (%) | 0.3785 | 0.3568 | 0.0217 | 0.1302 | 0.1392 | 0 |
Buy And Hold Return (%) | 175.3235 | 175.3235 | 175.3235 | 175.3235 | 175.3235 | 175.3235 |
Max Trade Drawdown | -151022 | -149143 | -19655 | -7252757 | -6831924 | -554839 |
Profit Factor | 2.5882 | 2.653 | 1.966 | 1.1074 | 1.1437 | 0.7042 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 60 | 59.5745 | 60.4167 | 60 | 59.5745 | 60.4167 |
Ratio Avg Win / Avg Loss | 1.7255 | 1.8002 | 1.288 | 0.7383 | 0.7761 | 0.4614 |
Largest Winning Trade | 277540 | 277540 | 13692 | 4088543 | 4088543 | 192624 |
Largest Losing Trade | -72328 | -72328 | -17406 | -4899135 | -4899135 | -482961 |
Avg Bars in Trades | 129 | 259 | 1 | 129 | 259 | 1 |
Avg Bars in Winners | 93 | 188 | 1 | 93 | 188 | 1 |
Avg Bars in Losers | 183 | 364 | 1 | 183 | 364 | 1 |
Bars Traded | 12276 | 12211 | 65 | 12276 | 12211 | 65 |
Profit Streak | 21.7364 | 0 | 148.5697 | 21.7364 | 0 | 148.5697 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539378 | 500638 | -324755 | -120692 | -69629 | -578487 |
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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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