Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608414.7569 | 605624.7937 | 2789.9632 | 224542.0179 | 769283.8168 | -544741.799 |
Total P&L (%) | 608.4148 | 605.6248 | 2.79 | 224.542 | 769.2838 | -544.7418 |
Avg Daily Profit (%) | 0.3367 | 0.3352 | 0.0015 | 0.0652 | 0.1198 | 0 |
Buy And Hold Return (%) | 214.737 | 214.737 | 214.737 | 214.737 | 214.737 | 214.737 |
Max Trade Drawdown | -193800 | -100265 | -136679 | -1219302 | -755670 | -926346 |
Profit Factor | 1.9049 | 2.8624 | 1.008 | 1.0618 | 1.4037 | 0.6852 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 52.809 | 56.8182 | 48.8889 | 52.809 | 56.8182 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.7022 | 2.1754 | 1.0539 | 0.9488 | 1.0668 | 0.7164 |
Largest Winning Trade | 330481 | 330481 | 67091 | 648499 | 648499 | 273196 |
Largest Losing Trade | -46073 | -44344 | -46073 | -398060 | -398060 | -193103 |
Avg Bars in Trades | 77 | 68 | 87 | 77 | 68 | 87 |
Avg Bars in Winners | 79 | 64 | 96 | 79 | 64 | 96 |
Avg Bars in Losers | 76 | 72 | 79 | 76 | 72 | 79 |
Bars Traded | 6938 | 2997 | 3941 | 6938 | 2997 | 3941 |
Profit Streak | 0 | 115.1623 | 0 | 0 | 115.1623 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365962 | 495138 | -568579 | -411134 | -32215 | -581144 |
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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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