Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 681274.4569 | 740018.2966 | -58743.8397 | 53614.9463 | 405697.0217 | -352082.0753 |
Total P&L (%) | 681.2745 | 740.0183 | -58.7438 | 53.6149 | 405.697 | -352.0821 |
Avg Daily Profit (%) | 0.272 | 0.2955 | -0.0235 | 0.0171 | 0.0647 | 0 |
Buy And Hold Return (%) | 287.6256 | 287.6256 | 287.6256 | 287.6256 | 287.6256 | 287.6256 |
Max Trade Drawdown | -183566 | -127716 | -79505 | -711157 | -375087 | -369973 |
Profit Factor | 2.2238 | 3.0986 | 0.7121 | 1.0384 | 1.5064 | 0.4094 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 41.2371 | 41.6667 | 40.8163 | 41.2371 | 41.6667 | 40.8163 |
Ratio Avg Win / Avg Loss | 3.1689 | 4.338 | 1.0326 | 1.4797 | 2.109 | 0.5937 |
Largest Winning Trade | 713720 | 713720 | 16743 | 708768 | 708768 | 33953 |
Largest Losing Trade | -29395 | -28431 | -29395 | -237539 | -142486 | -237539 |
Avg Bars in Trades | 150 | 270 | 32 | 150 | 270 | 32 |
Avg Bars in Winners | 233 | 434 | 33 | 233 | 434 | 33 |
Avg Bars in Losers | 91 | 152 | 32 | 91 | 152 | 32 |
Bars Traded | 14584 | 12968 | 1615 | 14584 | 12968 | 1615 |
Profit Streak | 0 | 183.3011 | 0 | 0 | 183.3011 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 190968 | 341583 | -582586 | -517197 | -143896 | -584253 |
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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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