Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 745035.4014 | 761312.952 | -16277.5506 | 427216.7814 | 1144724.7801 | -717507.9987 |
Total P&L (%) | 745.0354 | 761.313 | -16.2776 | 427.2168 | 1144.7248 | -717.508 |
Avg Daily Profit (%) | 0.3289 | 0.3361 | -0.0072 | 0.0734 | 0.1114 | 0 |
Buy And Hold Return (%) | 186.3918 | 186.3918 | 186.3918 | 186.3918 | 186.3918 | 186.3918 |
Max Trade Drawdown | -96209 | -62578 | -134984 | -1183599 | -600008 | -1081838 |
Profit Factor | 1.8909 | 3.13 | 0.966 | 1.0797 | 1.5219 | 0.7733 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 45.2991 | 47.4576 | 43.1034 | 45.2991 | 47.4576 | 43.1034 |
Ratio Avg Win / Avg Loss | 2.2833 | 3.4654 | 1.2751 | 1.3038 | 1.685 | 1.0207 |
Largest Winning Trade | 295094 | 295094 | 63967 | 1078385 | 1078385 | 339687 |
Largest Losing Trade | -41495 | -35377 | -41495 | -513790 | -335050 | -513790 |
Avg Bars in Trades | 111 | 100 | 122 | 111 | 100 | 122 |
Avg Bars in Winners | 169 | 138 | 203 | 169 | 138 | 203 |
Avg Bars in Losers | 63 | 66 | 60 | 63 | 66 | 60 |
Bars Traded | 13045 | 5952 | 7093 | 13045 | 5952 | 7093 |
Profit Streak | 0 | 0 | 146.6474 | 0 | 0 | 146.6474 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323530 | -164634 | -760497 | -234191 | -219575 | -760497 |
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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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