Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160431.5391 | 1038784.6027 | 121646.9365 | 3762742.2635 | 5619737.8659 | -1856995.6024 |
Total P&L (%) | 1160.4315 | 1038.7846 | 121.6469 | 3762.7423 | 5619.7379 | -1856.9956 |
Avg Daily Profit (%) | 0.5323 | 0.4765 | 0.0558 | 0.1678 | 0.1858 | 0 |
Buy And Hold Return (%) | 370.1646 | 370.1646 | 370.1646 | 370.1646 | 370.1646 | 370.1646 |
Max Trade Drawdown | -137157 | -115335 | -52197 | -19995558 | -16156326 | -5677091 |
Profit Factor | 2.6175 | 2.9969 | 1.6167 | 1.0784 | 1.1628 | 0.8625 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 60 | 54.386 | 65.5172 | 60 | 54.386 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.745 | 2.5136 | 0.8509 | 0.7189 | 0.9753 | 0.4539 |
Largest Winning Trade | 411247 | 411247 | 35327 | 9238772 | 9238772 | 1213979 |
Largest Losing Trade | -59210 | -59210 | -41836 | -10817720 | -10817720 | -3671896 |
Avg Bars in Trades | 53 | 89 | 18 | 53 | 89 | 18 |
Avg Bars in Winners | 42 | 77 | 13 | 42 | 77 | 13 |
Avg Bars in Losers | 70 | 102 | 28 | 70 | 102 | 28 |
Bars Traded | 6141 | 5073 | 1068 | 6141 | 5073 | 1068 |
Profit Streak | 28.8245 | 0 | 79.8245 | 28.8245 | 0 | 79.8245 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 540740 | -166644 | -461108 | -126104 | -214684 | -757986 |
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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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