Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742678.5165 | 758547.0916 | -15868.5751 | 315441.9158 | 516315.2102 | -200873.2944 |
Total P&L (%) | 742.6785 | 758.5471 | -15.8686 | 315.4419 | 516.3152 | -200.8733 |
Avg Daily Profit (%) | 0.4003 | 0.4089 | -0.0086 | 0.0768 | 0.0981 | 0 |
Buy And Hold Return (%) | 107.7833 | 107.7833 | 107.7833 | 107.7833 | 107.7833 | 107.7833 |
Max Trade Drawdown | -105392 | -59059 | -107301 | -645706 | -441073 | -422422 |
Profit Factor | 1.8715 | 3.0219 | 0.9667 | 1.0987 | 1.3517 | 0.8837 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 38.0531 | 36.8421 | 39.2857 | 38.0531 | 36.8421 | 39.2857 |
Ratio Avg Win / Avg Loss | 3.0466 | 5.1804 | 1.494 | 1.7887 | 2.3172 | 1.3657 |
Largest Winning Trade | 411577 | 411577 | 75288 | 382348 | 382348 | 322228 |
Largest Losing Trade | -44207 | -28006 | -44207 | -308968 | -155858 | -308968 |
Avg Bars in Trades | 193 | 183 | 203 | 193 | 183 | 203 |
Avg Bars in Winners | 366 | 331 | 400 | 366 | 331 | 400 |
Avg Bars in Losers | 86 | 96 | 75 | 86 | 96 | 75 |
Bars Traded | 21823 | 10446 | 11377 | 21823 | 10446 | 11377 |
Profit Streak | 0 | 0 | 147.0969 | 0 | 0 | 147.0969 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319807 | -169854 | -761981 | -208724 | -247073 | -761981 |
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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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