Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745141.0962 | 736283.5842 | 8857.512 | 313498.778 | 363300.1165 | -49801.3384 |
Total P&L (%) | 745.1411 | 736.2836 | 8.8575 | 313.4988 | 363.3001 | -49.8013 |
Avg Daily Profit (%) | 0.3964 | 0.3916 | 0.0047 | 0.0755 | 0.0816 | -0.0367 |
Buy And Hold Return (%) | 175.2242 | 175.2242 | 175.2242 | 175.2242 | 175.2242 | 175.2242 |
Max Trade Drawdown | -122585 | -107897 | -28701 | -722206 | -635073 | -136102 |
Profit Factor | 2.3071 | 2.858 | 1.051 | 1.1225 | 1.1988 | 0.9319 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 47.0085 | 41.3793 | 52.5424 | 47.0085 | 41.3793 | 52.5424 |
Ratio Avg Win / Avg Loss | 2.6007 | 4.0488 | 0.9493 | 1.2654 | 1.6983 | 0.8417 |
Largest Winning Trade | 585202 | 585202 | 15172 | 488921 | 488921 | 56691 |
Largest Losing Trade | -45459 | -45459 | -15922 | -255038 | -255038 | -79832 |
Avg Bars in Trades | 46 | 85 | 8 | 46 | 85 | 8 |
Avg Bars in Winners | 64 | 137 | 7 | 64 | 137 | 7 |
Avg Bars in Losers | 31 | 49 | 9 | 31 | 49 | 9 |
Bars Traded | 5460 | 4974 | 485 | 5460 | 4974 | 485 |
Profit Streak | 0 | 237.1324 | 0 | 0 | 237.1324 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405301 | -169346 | -694507 | -187000 | -273606 | -756851 |
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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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