Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 489991.2128 | 426786.0645 | 63205.1483 | 370029.004 | 193368.403 | 176660.601 |
Total P&L (%) | 489.9912 | 426.7861 | 63.2051 | 370.029 | 193.3684 | 176.6606 |
Avg Daily Profit (%) | 0.4704 | 0.4097 | 0.0607 | 0.1487 | 0.1034 | 0.0977 |
Buy And Hold Return (%) | 45.0363 | 45.0363 | 45.0363 | 45.0363 | 45.0363 | 45.0363 |
Max Trade Drawdown | -92635 | -97995 | -12319 | -588658 | -577308 | -34656 |
Profit Factor | 2.1366 | 2.1005 | 2.46 | 1.2466 | 1.1392 | 2.5902 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 63 | 21 | 42 | 63 | 21 | 42 |
Losing Trades | 62 | 41 | 21 | 62 | 41 | 21 |
Profitability (%) | 50.4 | 33.871 | 66.6667 | 50.4 | 33.871 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.1027 | 4.101 | 1.23 | 1.2269 | 2.2242 | 1.2951 |
Largest Winning Trade | 294873 | 294873 | 10449 | 615879 | 615879 | 34258 |
Largest Losing Trade | -31465 | -31465 | -7574 | -211351 | -211351 | -23922 |
Avg Bars in Trades | 196 | 380 | 15 | 196 | 380 | 15 |
Avg Bars in Winners | 226 | 650 | 14 | 226 | 650 | 14 |
Avg Bars in Losers | 165 | 242 | 17 | 165 | 242 | 17 |
Bars Traded | 24558 | 23583 | 975 | 24558 | 23583 | 975 |
Profit Streak | 13.6411 | 13.6411 | 41.0161 | 13.6411 | 13.6411 | 41.0161 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 571613 | -146722 | -291410 | 254750 | -283362 | -203767 |
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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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