Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736702.1429 | 780626.0237 | -43923.8808 | 209528.5722 | 457703.17 | -248174.5978 |
Total P&L (%) | 736.7021 | 780.626 | -43.9239 | 209.5286 | 457.7032 | -248.1746 |
Avg Daily Profit (%) | 0.3257 | 0.3451 | -0.0194 | 0.05 | 0.076 | 0 |
Buy And Hold Return (%) | 170.7031 | 170.7031 | 170.7031 | 170.7031 | 170.7031 | 170.7031 |
Max Trade Drawdown | -201524 | -160842 | -73764 | -3911536 | -3316501 | -711547 |
Profit Factor | 2.2944 | 2.7333 | 0.6302 | 1.0298 | 1.0803 | 0.8118 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Losing Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Profitability (%) | 41.9048 | 50 | 33.9623 | 41.9048 | 50 | 33.9623 |
Ratio Avg Win / Avg Loss | 3.1809 | 2.7333 | 1.2253 | 1.4277 | 1.0803 | 1.5786 |
Largest Winning Trade | 417952 | 417952 | 18955 | 3003499 | 3003499 | 515857 |
Largest Losing Trade | -49171 | -49171 | -12647 | -2053996 | -2053996 | -247695 |
Avg Bars in Trades | 119 | 233 | 7 | 119 | 233 | 7 |
Avg Bars in Winners | 87 | 143 | 5 | 87 | 143 | 5 |
Avg Bars in Losers | 142 | 322 | 8 | 142 | 322 | 8 |
Bars Traded | 12514 | 12136 | 378 | 12514 | 12136 | 378 |
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 | 312125 | -167274 | -765403 | -411767 | -407128 | -764292 |
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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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