Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 862114.5444 | 890682.8536 | -28568.3092 | 71209.5315 | 167126.6505 | -95917.119 |
Total P&L (%) | 862.1145 | 890.6829 | -28.5683 | 71.2095 | 167.1267 | -95.9171 |
Avg Daily Profit (%) | 0.4597 | 0.4749 | -0.0152 | 0.0287 | 0.0524 | -0.1704 |
Buy And Hold Return (%) | 231.5831 | 231.5831 | 231.5831 | 231.5831 | 231.5831 | 231.5831 |
Max Trade Drawdown | -174883 | -174001 | -39088 | -3833706 | -3681476 | -242733 |
Profit Factor | 2.5403 | 2.8792 | 0.6669 | 1.0115 | 1.0297 | 0.8343 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Profitability (%) | 45.1327 | 41.0714 | 49.1228 | 45.1327 | 41.0714 | 49.1228 |
Ratio Avg Win / Avg Loss | 3.0882 | 4.1311 | 0.6907 | 1.2297 | 1.4775 | 0.8641 |
Largest Winning Trade | 676809 | 676809 | 4677 | 2990176 | 2990176 | 123718 |
Largest Losing Trade | -60729 | -60729 | -12796 | -1492225 | -1492225 | -122519 |
Avg Bars in Trades | 92 | 183 | 3 | 92 | 183 | 3 |
Avg Bars in Winners | 118 | 256 | 4 | 118 | 256 | 4 |
Avg Bars in Losers | 72 | 132 | 3 | 72 | 132 | 3 |
Bars Traded | 10489 | 10263 | 226 | 10489 | 10263 | 226 |
Profit Streak | 92.5545 | 0 | 166.5545 | 92.5545 | 0 | 166.5545 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417528 | -170001 | -759264 | -529268 | -660039 | -759542 |
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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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