Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 657950.4819 | 625740.9095 | 32209.5723 | 654850.7119 | 3045981.5595 | -2391130.8476 |
Total P&L (%) | 657.9505 | 625.7409 | 32.2096 | 654.8507 | 3045.9816 | -2391.1308 |
Avg Daily Profit (%) | 0.3641 | 0.3463 | 0.0178 | 0.1119 | 0.191 | 0 |
Buy And Hold Return (%) | 211.1314 | 211.1314 | 211.1314 | 211.1314 | 211.1314 | 211.1314 |
Max Trade Drawdown | -154544 | -106135 | -123346 | -4856501 | -3335212 | -4681787 |
Profit Factor | 2.121 | 3.2173 | 1.1057 | 1.0427 | 1.4557 | 0.7234 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 47.5728 | 47.0588 | 48.0769 | 47.5728 | 47.0588 | 48.0769 |
Ratio Avg Win / Avg Loss | 2.3375 | 3.6195 | 1.1942 | 1.1491 | 1.6377 | 0.7812 |
Largest Winning Trade | 283618 | 283618 | 59385 | 2964053 | 2964053 | 819328 |
Largest Losing Trade | -42294 | -42294 | -34381 | -1749905 | -874509 | -1749905 |
Avg Bars in Trades | 33 | 32 | 35 | 33 | 32 | 35 |
Avg Bars in Winners | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 3477 | 1647 | 1831 | 3477 | 1647 | 1831 |
Profit Streak | 0 | 25.9627 | 0 | 0 | 25.9627 | 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 | 352680 | -168362 | -619870 | -220375 | -170549 | -761581 |
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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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