Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327948.1504 | 379307.759 | -51359.6087 | -455124.6076 | 1635691.5734 | -2090816.181 |
Total P&L (%) | 327.9482 | 379.3078 | -51.3596 | -455.1246 | 1635.6916 | -2090.8162 |
Avg Daily Profit (%) | 0.1736 | 0.2007 | -0.0272 | 0 | 0.1512 | 0 |
Buy And Hold Return (%) | 289.5767 | 289.5767 | 289.5767 | 289.5767 | 289.5767 | 289.5767 |
Max Trade Drawdown | -173174 | -100862 | -136773 | -2305259 | -294569 | -2510690 |
Profit Factor | 1.4839 | 2.3739 | 0.8721 | 0.8941 | 2.7259 | 0.3761 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 48 | 23 | 25 | 53 | 31 | 22 |
Losing Trades | 41 | 22 | 19 | 36 | 14 | 22 |
Profitability (%) | 53.9326 | 51.1111 | 56.8182 | 59.5506 | 68.8889 | 50 |
Ratio Avg Win / Avg Loss | 1.2675 | 2.2707 | 0.6628 | 0.6073 | 1.231 | 0.3761 |
Largest Winning Trade | 114501 | 114501 | 56878 | 500643 | 500643 | 202338 |
Largest Losing Trade | -136773 | -33040 | -136773 | -2122101 | -154234 | -2122101 |
Avg Bars in Trades | 119 | 99 | 140 | 119 | 99 | 140 |
Avg Bars in Winners | 147 | 113 | 177 | 91 | 91 | 91 |
Avg Bars in Losers | 87 | 84 | 91 | 161 | 116 | 189 |
Bars Traded | 10654 | 4469 | 6185 | 10654 | 4469 | 6185 |
Profit Streak | 0 | 0 | 0 | 88.4401 | 135.7734 | 88.4401 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115202 | -57014 | -579835 | -577940 | 514228 | -580161 |
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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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