Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863402.0839 | 867374.3683 | -3972.2844 | 261574.3428 | 353965.4283 | -92391.0855 |
Total P&L (%) | 863.4021 | 867.3744 | -3.9723 | 261.5743 | 353.9654 | -92.3911 |
Avg Daily Profit (%) | 0.4652 | 0.4673 | -0.0021 | 0.0693 | 0.0815 | -0.1387 |
Buy And Hold Return (%) | 139.6548 | 139.6548 | 139.6548 | 139.6548 | 139.6548 | 139.6548 |
Max Trade Drawdown | -111338 | -64817 | -104872 | -626929 | -422576 | -389076 |
Profit Factor | 2.4023 | 4.4724 | 0.9891 | 1.0999 | 1.2875 | 0.9334 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 46.1538 | 43.5897 | 48.7179 | 46.1538 | 43.5897 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.8027 | 5.7878 | 1.0412 | 1.2832 | 1.6661 | 0.9825 |
Largest Winning Trade | 674779 | 674779 | 77020 | 391687 | 391687 | 338098 |
Largest Losing Trade | -62124 | -27665 | -62124 | -362419 | -208363 | -362419 |
Avg Bars in Trades | 69 | 64 | 74 | 69 | 64 | 74 |
Avg Bars in Winners | 109 | 109 | 109 | 109 | 109 | 109 |
Avg Bars in Losers | 34 | 29 | 40 | 34 | 29 | 40 |
Bars Traded | 5402 | 2516 | 2886 | 5402 | 2516 | 2886 |
Profit Streak | 0 | 0 | 50.4039 | 0 | 0 | 50.4039 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -25937 | 530364 | -578599 | -259103 | -88958 | -580265 |
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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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