Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 960850.0248 | 974090.4816 | -13240.4568 | 279331.8874 | 426647.8399 | -147315.9526 |
Total P&L (%) | 960.85 | 974.0905 | -13.2405 | 279.3319 | 426.6478 | -147.316 |
Avg Daily Profit (%) | 0.4329 | 0.4388 | -0.006 | 0.0601 | 0.0749 | 0 |
Buy And Hold Return (%) | 236.0724 | 236.0724 | 236.0724 | 236.0724 | 236.0724 | 236.0724 |
Max Trade Drawdown | -115974 | -61901 | -140693 | -629639 | -288709 | -527937 |
Profit Factor | 2.3671 | 5.3076 | 0.9722 | 1.101 | 1.4256 | 0.9165 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Profitability (%) | 41.5254 | 38.9831 | 44.0678 | 41.5254 | 38.9831 | 44.0678 |
Ratio Avg Win / Avg Loss | 3.3332 | 8.3075 | 1.234 | 1.5504 | 2.2313 | 1.1632 |
Largest Winning Trade | 859904 | 859904 | 57811 | 391384 | 391384 | 236815 |
Largest Losing Trade | -45287 | -23922 | -45287 | -188263 | -154622 | -188263 |
Avg Bars in Trades | 52 | 19 | 85 | 52 | 19 | 85 |
Avg Bars in Winners | 92 | 29 | 147 | 92 | 29 | 147 |
Avg Bars in Losers | 24 | 12 | 36 | 24 | 12 | 36 |
Bars Traded | 6175 | 1129 | 5046 | 6175 | 1129 | 5046 |
Profit Streak | 0 | 45.4117 | 0 | 0 | 45.4117 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338200 | -164418 | -758098 | -332788 | -279592 | -758098 |
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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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