Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 454797.3838 | 510830.194 | -56032.8102 | 37630.0433 | 1453899.8975 | -1416269.8542 |
Total P&L (%) | 454.7974 | 510.8302 | -56.0328 | 37.63 | 1453.8999 | -1416.2699 |
Avg Daily Profit (%) | 0.2811 | 0.3157 | -0.0346 | 0.0197 | 0.1697 | 0 |
Buy And Hold Return (%) | 20.2369 | 20.2369 | 20.2369 | 20.2369 | 20.2369 | 20.2369 |
Max Trade Drawdown | -248464 | -184055 | -74987 | -5030685 | -3370166 | -1660889 |
Profit Factor | 1.7535 | 2.2067 | 0.6891 | 1.0038 | 1.195 | 0.4296 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Losing Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Profitability (%) | 68.8172 | 76.087 | 61.7021 | 68.8172 | 76.087 | 61.7021 |
Ratio Avg Win / Avg Loss | 0.7946 | 0.6935 | 0.4277 | 0.4548 | 0.3756 | 0.2666 |
Largest Winning Trade | 93164 | 93164 | 9279 | 1435140 | 1435140 | 199919 |
Largest Losing Trade | -85961 | -85961 | -30755 | -3023448 | -3023448 | -1562206 |
Avg Bars in Trades | 193 | 382 | 9 | 193 | 382 | 9 |
Avg Bars in Winners | 131 | 236 | 5 | 131 | 236 | 5 |
Avg Bars in Losers | 330 | 846 | 15 | 330 | 846 | 15 |
Bars Traded | 18012 | 17585 | 427 | 18012 | 17585 | 427 |
Profit Streak | 702.6019 | 748.1019 | 702.6019 | 702.6019 | 748.1019 | 702.6019 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474233 | 548421 | -577945 | -388026 | 175777 | -577945 |
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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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