Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 940030.4078 | 941274.5206 | -1244.1128 | 136955.247 | 124646.2872 | 12308.9598 |
Total P&L (%) | 940.0304 | 941.2745 | -1.2441 | 136.9552 | 124.6463 | 12.309 |
Avg Daily Profit (%) | 0.5088 | 0.5094 | -0.0007 | 0.0467 | 0.0438 | 0.0063 |
Buy And Hold Return (%) | 67.9505 | 67.9505 | 67.9505 | 67.9505 | 67.9505 | 67.9505 |
Max Trade Drawdown | -105097 | -82716 | -127978 | -216660 | -326655 | -241449 |
Profit Factor | 2.5068 | 4.17 | 0.9962 | 1.0856 | 1.1431 | 1.0169 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 41.7391 | 44.8276 | 38.5965 | 41.7391 | 44.8276 | 38.5965 |
Ratio Avg Win / Avg Loss | 3.499 | 5.1323 | 1.5849 | 1.5153 | 1.4069 | 1.6177 |
Largest Winning Trade | 895612 | 895612 | 62150 | 273401 | 273401 | 144106 |
Largest Losing Trade | -52356 | -24269 | -52356 | -99347 | -82434 | -99347 |
Avg Bars in Trades | 90 | 47 | 134 | 90 | 47 | 134 |
Avg Bars in Winners | 140 | 62 | 234 | 140 | 62 | 234 |
Avg Bars in Losers | 54 | 35 | 71 | 54 | 35 | 71 |
Bars Traded | 10416 | 2757 | 7659 | 10416 | 2757 | 7659 |
Profit Streak | 0 | 0 | 50.1577 | 0 | 0 | 50.1577 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451721 | -164198 | -762203 | -265537 | -387549 | -735274 |
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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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