Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 622568.3194 | 629241.985 | -6673.6656 | 226210.3151 | 157103.6494 | 69106.6657 |
Total P&L (%) | 622.5683 | 629.242 | -6.6737 | 226.2103 | 157.1036 | 69.1067 |
Avg Daily Profit (%) | 0.249 | 0.2517 | -0.0027 | 0.0473 | 0.0378 | 0.021 |
Buy And Hold Return (%) | 216.4666 | 216.4666 | 216.4666 | 216.4666 | 216.4666 | 216.4666 |
Max Trade Drawdown | -177912 | -133619 | -120879 | -189145 | -148049 | -90666 |
Profit Factor | 1.793 | 2.5738 | 0.9827 | 1.3351 | 1.3967 | 1.2476 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 50.8333 | 48.3333 | 53.3333 | 50.8333 | 48.3333 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.7342 | 2.7513 | 0.8598 | 1.2913 | 1.4931 | 1.0916 |
Largest Winning Trade | 399884 | 399884 | 34218 | 131584 | 131584 | 62746 |
Largest Losing Trade | -52053 | -38761 | -52053 | -55674 | -55674 | -46005 |
Avg Bars in Trades | 119 | 137 | 102 | 119 | 137 | 102 |
Avg Bars in Winners | 143 | 156 | 131 | 143 | 156 | 131 |
Avg Bars in Losers | 95 | 119 | 68 | 95 | 119 | 68 |
Bars Traded | 14359 | 8223 | 6136 | 14359 | 8223 | 6136 |
Profit Streak | 95.9975 | 100.6641 | 95.9975 | 95.9975 | 100.6641 | 95.9975 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 375152 | -158676 | -748966 | -279418 | -476403 | -498985 |
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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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