Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 488990.451 | 531874.4732 | -42884.0222 | 60590.5241 | 44699.4486 | 15891.0755 |
Total P&L (%) | 488.9905 | 531.8745 | -42.884 | 60.5905 | 44.6994 | 15.8911 |
Avg Daily Profit (%) | 0.2635 | 0.2866 | -0.0231 | 0.0255 | 0.0199 | 0.0079 |
Buy And Hold Return (%) | 110.4894 | 110.4894 | 110.4894 | 110.4894 | 110.4894 | 110.4894 |
Max Trade Drawdown | -124018 | -82150 | -141208 | -518884 | -329554 | -261898 |
Profit Factor | 1.7181 | 2.9527 | 0.895 | 1.046 | 1.0684 | 1.0239 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 38.5714 | 40 | 37.1429 | 38.5714 | 40 | 37.1429 |
Ratio Avg Win / Avg Loss | 2.7363 | 4.429 | 1.5147 | 1.6658 | 1.6025 | 1.7328 |
Largest Winning Trade | 298302 | 298302 | 70222 | 142320 | 142320 | 125577 |
Largest Losing Trade | -47343 | -30396 | -47343 | -193061 | -193061 | -178850 |
Avg Bars in Trades | 51 | 48 | 54 | 51 | 48 | 54 |
Avg Bars in Winners | 94 | 80 | 109 | 94 | 80 | 109 |
Avg Bars in Losers | 24 | 26 | 22 | 24 | 26 | 22 |
Bars Traded | 3598 | 1689 | 1909 | 3598 | 1689 | 1909 |
Profit Streak | 0 | 0 | 164.8979 | 0 | 0 | 164.8979 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93645 | 324707 | -582043 | -596622 | -480154 | -545132 |
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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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