Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455787.5785 | 443104.5013 | 12683.0772 | -57367.4169 | 1588106.9775 | -1645474.3944 |
Total P&L (%) | 455.7876 | 443.1045 | 12.6831 | -57.3674 | 1588.107 | -1645.4744 |
Avg Daily Profit (%) | 0.2512 | 0.2442 | 0.007 | -0.047 | 0.1559 | 0 |
Buy And Hold Return (%) | 186.5247 | 186.5247 | 186.5247 | 186.5247 | 186.5247 | 186.5247 |
Max Trade Drawdown | -150552 | -97165 | -127551 | -2728868 | -1754313 | -2683022 |
Profit Factor | 1.578 | 2.2727 | 1.0288 | 0.9927 | 1.5226 | 0.6552 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 57.8512 | 55 | 60.6557 | 57.8512 | 55 | 60.6557 |
Ratio Avg Win / Avg Loss | 1.1497 | 1.8595 | 0.6673 | 0.7232 | 1.2458 | 0.425 |
Largest Winning Trade | 109561 | 109561 | 44845 | 959359 | 959359 | 781455 |
Largest Losing Trade | -96072 | -46663 | -96072 | -2210268 | -740144 | -2210268 |
Avg Bars in Trades | 43 | 50 | 35 | 43 | 50 | 35 |
Avg Bars in Winners | 31 | 36 | 27 | 31 | 36 | 27 |
Avg Bars in Losers | 58 | 67 | 48 | 58 | 67 | 48 |
Bars Traded | 5222 | 3031 | 2191 | 5222 | 3031 | 2191 |
Profit Streak | 10.6753 | 34.0086 | 10.6753 | 10.6753 | 34.0086 | 10.6753 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300428 | -159598 | -699428 | -578342 | -158433 | -740428 |
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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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