Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 601567.7222 | 516652.1296 | 84915.5926 | -115288.9959 | 1027551.9813 | -1142840.9772 |
Total P&L (%) | 601.5677 | 516.6521 | 84.9156 | -115.289 | 1027.552 | -1142.841 |
Avg Daily Profit (%) | 0.3136 | 0.2693 | 0.0443 | 0 | 0.1264 | 0 |
Buy And Hold Return (%) | 55.3273 | 55.3273 | 55.3273 | 55.3273 | 55.3273 | 55.3273 |
Max Trade Drawdown | -112454 | -87889 | -106306 | -1320692 | -17353 | -1307224 |
Profit Factor | 1.6198 | 2.4471 | 1.1384 | 0.928 | 23.1102 | 0.2647 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 96 | 48 | 48 | 83 | 46 | 37 |
Losing Trades | 76 | 38 | 38 | 89 | 40 | 49 |
Profitability (%) | 55.814 | 55.814 | 55.814 | 48.2558 | 53.4884 | 43.0233 |
Ratio Avg Win / Avg Loss | 1.2824 | 1.9373 | 0.9012 | 0.9951 | 20.0959 | 0.3506 |
Largest Winning Trade | 100844 | 100844 | 44336 | 342972 | 342972 | 223311 |
Largest Losing Trade | -100455 | -37279 | -100455 | -1299407 | -9596 | -1299407 |
Avg Bars in Trades | 21 | 17 | 24 | 21 | 17 | 24 |
Avg Bars in Winners | 19 | 16 | 22 | 21 | 18 | 25 |
Avg Bars in Losers | 23 | 19 | 27 | 20 | 16 | 24 |
Bars Traded | 3658 | 1520 | 2138 | 3658 | 1520 | 2138 |
Profit Streak | 16.6898 | 16.6898 | 54.1898 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 502723 | 524641 | -211554 | -580277 | -14979 | -583537 |
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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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