Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 666448.9896 | 670373.2811 | -3924.2914 | 257599.7 | 389282.7431 | -131683.0431 |
Total P&L (%) | 666.449 | 670.3733 | -3.9243 | 257.5997 | 389.2827 | -131.683 |
Avg Daily Profit (%) | 0.2653 | 0.2668 | -0.0016 | 0.0507 | 0.0632 | 0 |
Buy And Hold Return (%) | 200.5012 | 200.5012 | 200.5012 | 200.5012 | 200.5012 | 200.5012 |
Max Trade Drawdown | -93572 | -76412 | -69399 | -532656 | -259649 | -330551 |
Profit Factor | 1.9938 | 3.4888 | 0.9902 | 1.158 | 1.6237 | 0.8691 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 52.6882 | 55.3191 | 50 | 52.6882 | 55.3191 | 50 |
Ratio Avg Win / Avg Loss | 1.7904 | 2.8179 | 0.9902 | 1.0398 | 1.3114 | 0.8691 |
Largest Winning Trade | 505589 | 505589 | 42323 | 341493 | 341493 | 160884 |
Largest Losing Trade | -53618 | -32954 | -53618 | -268428 | -89705 | -268428 |
Avg Bars in Trades | 104 | 97 | 112 | 104 | 97 | 112 |
Avg Bars in Winners | 132 | 119 | 147 | 132 | 119 | 147 |
Avg Bars in Losers | 73 | 70 | 76 | 73 | 70 | 76 |
Bars Traded | 9757 | 4592 | 5165 | 9757 | 4592 | 5165 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365662 | 476902 | -580704 | -248473 | -113056 | -580704 |
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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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