Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535958.4875 | 593422.6711 | -57464.1836 | -9899.1842 | -309923.5239 | 300024.3397 |
Total P&L (%) | 535.9585 | 593.4227 | -57.4642 | -9.8992 | -309.9235 | 300.0243 |
Avg Daily Profit (%) | 0.2903 | 0.3214 | -0.0311 | -0.0056 | 0 | 0.0751 |
Buy And Hold Return (%) | 58.2838 | 58.2838 | 58.2838 | 58.2838 | 58.2838 | 58.2838 |
Max Trade Drawdown | -143795 | -112412 | -91793 | -4595563 | -4349475 | -546578 |
Profit Factor | 1.9283 | 2.3971 | 0.6234 | 0.9989 | 0.9628 | 1.3155 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Losing Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Profitability (%) | 73.6434 | 81.25 | 66.1538 | 73.6434 | 81.25 | 66.1538 |
Ratio Avg Win / Avg Loss | 0.6901 | 0.5532 | 0.319 | 0.3575 | 0.2222 | 0.673 |
Largest Winning Trade | 260505 | 260505 | 8171 | 1897311 | 1897311 | 284288 |
Largest Losing Trade | -87676 | -87676 | -37002 | -3043867 | -3043867 | -208799 |
Avg Bars in Trades | 79 | 156 | 3 | 79 | 156 | 3 |
Avg Bars in Winners | 32 | 58 | 2 | 32 | 58 | 2 |
Avg Bars in Losers | 209 | 582 | 6 | 209 | 582 | 6 |
Bars Traded | 10247 | 10022 | 225 | 10247 | 10022 | 225 |
Profit Streak | 79.486 | 0 | 138.6526 | 79.486 | 0 | 138.6526 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501684 | -124306 | -708735 | -576535 | -715947 | -223342 |
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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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