Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 735053.1003 | 671809.6137 | 63243.4866 | 200578.2057 | -83561.8634 | 284140.0691 |
Total P&L (%) | 735.0531 | 671.8096 | 63.2435 | 200.5782 | -83.5619 | 284.1401 |
Avg Daily Profit (%) | 0.3785 | 0.3459 | 0.0326 | 0.0567 | -0.0929 | 0.0693 |
Buy And Hold Return (%) | 12.7703 | 12.7703 | 12.7703 | 12.7703 | 12.7703 | 12.7703 |
Max Trade Drawdown | -127263 | -117699 | -72758 | -548098 | -614548 | -285712 |
Profit Factor | 1.871 | 2.5251 | 1.1568 | 1.0707 | 0.946 | 1.2202 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 44 | 13 | 31 | 44 | 13 | 31 |
Losing Trades | 78 | 48 | 30 | 78 | 48 | 30 |
Profitability (%) | 36.0656 | 21.3115 | 50.8197 | 36.0656 | 21.3115 | 50.8197 |
Ratio Avg Win / Avg Loss | 3.3169 | 9.3235 | 1.1195 | 1.8981 | 3.4927 | 1.1809 |
Largest Winning Trade | 466291 | 466291 | 46535 | 408440 | 408440 | 160411 |
Largest Losing Trade | -37542 | -30432 | -37542 | -198462 | -149769 | -198462 |
Avg Bars in Trades | 188 | 162 | 214 | 188 | 162 | 214 |
Avg Bars in Winners | 343 | 390 | 323 | 343 | 390 | 323 |
Avg Bars in Losers | 101 | 101 | 101 | 101 | 101 | 101 |
Bars Traded | 23007 | 9934 | 13073 | 23007 | 9934 | 13073 |
Profit Streak | 23.9797 | 0 | 36.1464 | 23.9797 | 0 | 36.1464 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308314 | -193931 | -359854 | -263400 | -786029 | -261806 |
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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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