Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 552447.2908 | 631247.3802 | -78800.0894 | -619901.0834 | 594145.1804 | -1214046.2638 |
Total P&L (%) | 552.4473 | 631.2474 | -78.8001 | -619.9011 | 594.1452 | -1214.0463 |
Avg Daily Profit (%) | 0.2946 | 0.3366 | -0.042 | 0 | 0.1034 | 0 |
Buy And Hold Return (%) | 290.1157 | 290.1157 | 290.1157 | 290.1157 | 290.1157 | 290.1157 |
Max Trade Drawdown | -152256 | -59366 | -168875 | -1660152 | -282237 | -1569412 |
Profit Factor | 2.125 | 4.9537 | 0.7622 | 0.8038 | 1.655 | 0.4608 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 33 | 18 | 15 | 47 | 24 | 23 |
Losing Trades | 51 | 24 | 27 | 37 | 18 | 19 |
Profitability (%) | 39.2857 | 42.8571 | 35.7143 | 55.9524 | 57.1429 | 54.7619 |
Ratio Avg Win / Avg Loss | 3.2841 | 6.605 | 1.372 | 0.6327 | 1.2413 | 0.3807 |
Largest Winning Trade | 547904 | 547904 | 66888 | 482827 | 482827 | 167328 |
Largest Losing Trade | -150704 | -25268 | -150704 | -923250 | -272580 | -923250 |
Avg Bars in Trades | 86 | 74 | 98 | 86 | 74 | 98 |
Avg Bars in Winners | 148 | 125 | 175 | 51 | 62 | 38 |
Avg Bars in Losers | 46 | 36 | 55 | 130 | 89 | 169 |
Bars Traded | 7248 | 3124 | 4123 | 7248 | 3124 | 4123 |
Profit Streak | 6.2117 | 0 | 10.7117 | 0 | 8.7117 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 76038 | 306541 | -583527 | -579781 | -57483 | -580117 |
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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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