Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 671894.314 | 680619.5523 | -8725.2383 | 223943.6426 | 287955.7938 | -64012.1512 |
Total P&L (%) | 671.8943 | 680.6196 | -8.7252 | 223.9436 | 287.9558 | -64.0122 |
Avg Daily Profit (%) | 0.3665 | 0.3713 | -0.0048 | 0.0641 | 0.074 | -0.0557 |
Buy And Hold Return (%) | 174.7698 | 174.7698 | 174.7698 | 174.7698 | 174.7698 | 174.7698 |
Max Trade Drawdown | -122874 | -98562 | -63451 | -225993 | -194813 | -121501 |
Profit Factor | 2.1338 | 3.5639 | 0.9733 | 1.2274 | 1.6792 | 0.8858 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 39.3617 | 42.5532 | 36.1702 | 39.3617 | 42.5532 | 36.1702 |
Ratio Avg Win / Avg Loss | 3.2872 | 4.8113 | 1.7176 | 1.8909 | 2.2669 | 1.5632 |
Largest Winning Trade | 579081 | 579081 | 55332 | 241379 | 241379 | 100920 |
Largest Losing Trade | -34254 | -27429 | -34254 | -81945 | -58846 | -81945 |
Avg Bars in Trades | 227 | 227 | 227 | 227 | 227 | 227 |
Avg Bars in Winners | 423 | 420 | 427 | 423 | 420 | 427 |
Avg Bars in Losers | 99 | 84 | 113 | 99 | 84 | 113 |
Bars Traded | 21381 | 10695 | 10686 | 21381 | 10695 | 10686 |
Profit Streak | 78.4125 | 172.4958 | 0 | 78.4125 | 172.4958 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281897 | 434925 | -583297 | -188103 | -102061 | -583297 |
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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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