Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435213.1101 | 484960.911 | -49747.801 | -29808.2366 | 746109.7995 | -775918.0361 |
Total P&L (%) | 435.2131 | 484.9609 | -49.7478 | -29.8082 | 746.1098 | -775.918 |
Avg Daily Profit (%) | 0.2089 | 0.2328 | -0.0239 | -0.017 | 0.1026 | 0 |
Buy And Hold Return (%) | 107.4899 | 107.4899 | 107.4899 | 107.4899 | 107.4899 | 107.4899 |
Max Trade Drawdown | -176067 | -139638 | -86971 | -1755800 | -1319822 | -923897 |
Profit Factor | 1.5314 | 1.8459 | 0.7976 | 0.9932 | 1.253 | 0.4502 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 166 | 89 | 77 | 166 | 89 | 77 |
Losing Trades | 101 | 44 | 57 | 101 | 44 | 57 |
Profitability (%) | 62.1723 | 66.9173 | 57.4627 | 62.1723 | 66.9173 | 57.4627 |
Ratio Avg Win / Avg Loss | 0.9317 | 0.9126 | 0.5904 | 0.6043 | 0.6194 | 0.3332 |
Largest Winning Trade | 240356 | 240356 | 10894 | 782401 | 782401 | 72336 |
Largest Losing Trade | -72566 | -72566 | -35646 | -1105517 | -1105517 | -441110 |
Avg Bars in Trades | 90 | 176 | 5 | 90 | 176 | 5 |
Avg Bars in Winners | 58 | 103 | 5 | 58 | 103 | 5 |
Avg Bars in Losers | 144 | 323 | 5 | 144 | 323 | 5 |
Bars Traded | 24192 | 23466 | 726 | 24192 | 23466 | 726 |
Profit Streak | 52.0786 | 0 | 77.8286 | 52.0786 | 0 | 77.8286 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319955 | 318617 | -579173 | -577239 | -55566 | -579173 |
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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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