Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134386.1007 | 1143476.6325 | -9090.5318 | 433231.0934 | 582471.0957 | -149240.0022 |
Total P&L (%) | 1134.3861 | 1143.4766 | -9.0905 | 433.2311 | 582.4711 | -149.24 |
Avg Daily Profit (%) | 0.6243 | 0.6293 | -0.005 | 0.0922 | 0.1058 | 0 |
Buy And Hold Return (%) | 583.9525 | 583.9525 | 583.9525 | 583.9525 | 583.9525 | 583.9525 |
Max Trade Drawdown | -107637 | -112889 | -29942 | -1338329 | -1328442 | -288032 |
Profit Factor | 3.1172 | 3.5093 | 0.8865 | 1.1119 | 1.1768 | 0.7414 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 57.3643 | 57.8125 | 56.9231 | 57.3643 | 57.8125 | 56.9231 |
Ratio Avg Win / Avg Loss | 2.3168 | 2.5609 | 0.6709 | 0.8264 | 0.8588 | 0.5611 |
Largest Winning Trade | 844754 | 844754 | 5855 | 682095 | 682095 | 48734 |
Largest Losing Trade | -78524 | -78524 | -15794 | -1165208 | -1165208 | -162205 |
Avg Bars in Trades | 154 | 308 | 3 | 154 | 308 | 3 |
Avg Bars in Winners | 163 | 323 | 3 | 163 | 323 | 3 |
Avg Bars in Losers | 142 | 286 | 4 | 142 | 286 | 4 |
Bars Traded | 19966 | 19719 | 247 | 19966 | 19719 | 247 |
Profit Streak | 199.5343 | 199.5343 | 221.451 | 199.5343 | 199.5343 | 221.451 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468248 | -126333 | -710308 | -332122 | -382399 | -710308 |
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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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