Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 588414.8591 | 521863.6834 | 66551.1757 | 509194.2257 | 847999.5955 | -338805.3698 |
Total P&L (%) | 588.4149 | 521.8637 | 66.5512 | 509.1942 | 847.9996 | -338.8054 |
Avg Daily Profit (%) | 0.2353 | 0.2087 | 0.0266 | 0.0723 | 0.09 | 0 |
Buy And Hold Return (%) | 253.154 | 253.154 | 253.154 | 253.154 | 253.154 | 253.154 |
Max Trade Drawdown | -119666 | -112656 | -117429 | -1967452 | -1658446 | -1448723 |
Profit Factor | 2.0161 | 2.8474 | 1.2244 | 1.1019 | 1.3419 | 0.8653 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 60 | 57.8947 | 62.069 | 60 | 57.8947 | 62.069 |
Ratio Avg Win / Avg Loss | 1.3441 | 2.0708 | 0.7482 | 0.7346 | 0.976 | 0.5288 |
Largest Winning Trade | 146814 | 146814 | 36470 | 670530 | 670530 | 393512 |
Largest Losing Trade | -83749 | -39699 | -83749 | -944065 | -715318 | -944065 |
Avg Bars in Trades | 61 | 94 | 29 | 61 | 94 | 29 |
Avg Bars in Winners | 47 | 64 | 31 | 47 | 64 | 31 |
Avg Bars in Losers | 82 | 134 | 24 | 82 | 134 | 24 |
Bars Traded | 7053 | 5370 | 1683 | 7053 | 5370 | 1683 |
Profit Streak | 150.6517 | 150.6517 | 308.3183 | 150.6517 | 150.6517 | 308.3183 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336493 | -171000 | -501973 | -209881 | -254622 | -757602 |
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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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