Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512797.2849 | 407680.471 | 105116.8139 | 297765.3307 | 840522.0349 | -542756.7042 |
Total P&L (%) | 512.7973 | 407.6805 | 105.1168 | 297.7653 | 840.522 | -542.7567 |
Avg Daily Profit (%) | 0.2048 | 0.1628 | 0.042 | 0.0551 | 0.0895 | 0 |
Buy And Hold Return (%) | 14.8616 | 14.8616 | 14.8616 | 14.8616 | 14.8616 | 14.8616 |
Max Trade Drawdown | -269275 | -165540 | -171575 | -1250403 | -1006326 | -1220640 |
Profit Factor | 1.5546 | 2.0999 | 1.1897 | 1.0665 | 1.4856 | 0.8024 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 59.589 | 61.6438 | 57.5342 | 59.589 | 61.6438 | 57.5342 |
Ratio Avg Win / Avg Loss | 1.0542 | 1.3066 | 0.8781 | 0.7233 | 0.9244 | 0.5923 |
Largest Winning Trade | 95696 | 95696 | 55934 | 631150 | 631150 | 290521 |
Largest Losing Trade | -73418 | -41299 | -73418 | -947598 | -297738 | -947598 |
Avg Bars in Trades | 32 | 24 | 40 | 32 | 24 | 40 |
Avg Bars in Winners | 31 | 21 | 41 | 31 | 21 | 41 |
Avg Bars in Losers | 33 | 28 | 37 | 33 | 28 | 37 |
Bars Traded | 4710 | 1775 | 2935 | 4710 | 1775 | 2935 |
Profit Streak | 48.6517 | 269.6517 | 48.6517 | 48.6517 | 269.6517 | 48.6517 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444125 | -58313 | -220487 | -265709 | -141963 | -650919 |
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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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