Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 984580.7064 | 980929.1523 | 3651.5541 | 133485.1251 | 769352.9848 | -635867.8597 |
Total P&L (%) | 984.5807 | 980.9292 | 3.6516 | 133.4851 | 769.353 | -635.8679 |
Avg Daily Profit (%) | 0.5314 | 0.5294 | 0.002 | 0.0458 | 0.1168 | 0 |
Buy And Hold Return (%) | 38.0621 | 38.0621 | 38.0621 | 38.0621 | 38.0621 | 38.0621 |
Max Trade Drawdown | -205789 | -101337 | -141396 | -1393756 | -660525 | -1021430 |
Profit Factor | 2.252 | 3.538 | 1.0091 | 1.0322 | 1.4005 | 0.7139 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 44.4444 | 40.678 | 48.2759 | 44.4444 | 40.678 | 48.2759 |
Ratio Avg Win / Avg Loss | 2.8151 | 5.1596 | 1.0812 | 1.2903 | 2.0425 | 0.7649 |
Largest Winning Trade | 868738 | 868738 | 64645 | 1338687 | 1338687 | 326485 |
Largest Losing Trade | -50257 | -40428 | -50257 | -750234 | -300201 | -750234 |
Avg Bars in Trades | 88 | 71 | 107 | 88 | 71 | 107 |
Avg Bars in Winners | 113 | 78 | 143 | 113 | 78 | 143 |
Avg Bars in Losers | 69 | 65 | 73 | 69 | 65 | 73 |
Bars Traded | 10406 | 4190 | 6216 | 10406 | 4190 | 6216 |
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 | 479049 | -163007 | -747165 | -321368 | -215448 | -761503 |
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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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