Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1274166.011 | 1280300.9909 | -6134.98 | 80935.4268 | 302459.3379 | -221523.9111 |
Total P&L (%) | 1274.166 | 1280.301 | -6.135 | 80.9354 | 302.4593 | -221.5239 |
Avg Daily Profit (%) | 0.6896 | 0.6929 | -0.0033 | 0.0321 | 0.0754 | 0 |
Buy And Hold Return (%) | 42.5815 | 42.5815 | 42.5815 | 42.5815 | 42.5815 | 42.5815 |
Max Trade Drawdown | -185411 | -128396 | -76329 | -1693837 | -1162137 | -717831 |
Profit Factor | 2.7235 | 4.3004 | 0.9825 | 1.0182 | 1.1372 | 0.9014 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 31.5315 | 28.5714 | 34.5455 | 31.5315 | 28.5714 | 34.5455 |
Ratio Avg Win / Avg Loss | 5.9139 | 10.751 | 1.8617 | 2.2109 | 2.8429 | 1.708 |
Largest Winning Trade | 1280552 | 1280552 | 64672 | 796891 | 796891 | 736286 |
Largest Losing Trade | -32826 | -20405 | -32826 | -343424 | -343424 | -341214 |
Avg Bars in Trades | 96 | 88 | 105 | 96 | 88 | 105 |
Avg Bars in Winners | 191 | 173 | 205 | 191 | 173 | 205 |
Avg Bars in Losers | 53 | 54 | 52 | 53 | 54 | 52 |
Bars Traded | 10762 | 4980 | 5782 | 10762 | 4980 | 5782 |
Profit Streak | 0 | 0 | 7.7673 | 0 | 0 | 7.7673 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379141 | -174874 | -763666 | -363869 | -355243 | -763666 |
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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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