Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628498.9291 | 645698.548 | -17199.6189 | 296633.7872 | 2027436.8418 | -1730803.0547 |
Total P&L (%) | 628.4989 | 645.6985 | -17.1996 | 296.6338 | 2027.4368 | -1730.8031 |
Avg Daily Profit (%) | 0.2906 | 0.2986 | -0.008 | 0.0637 | 0.1415 | 0 |
Buy And Hold Return (%) | 267.5159 | 267.5159 | 267.5159 | 267.5159 | 267.5159 | 267.5159 |
Max Trade Drawdown | -170986 | -153112 | -149645 | -1295100 | -709790 | -1979848 |
Profit Factor | 1.8355 | 3.0482 | 0.9606 | 1.0583 | 2.1795 | 0.4857 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 50 | 54.3478 | 45.6522 | 50 | 54.3478 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.8355 | 2.5605 | 1.1436 | 1.0583 | 1.8308 | 0.5782 |
Largest Winning Trade | 272546 | 272546 | 63147 | 630280 | 630280 | 366332 |
Largest Losing Trade | -52130 | -40051 | -52130 | -482680 | -358179 | -482680 |
Avg Bars in Trades | 69 | 82 | 57 | 69 | 82 | 57 |
Avg Bars in Winners | 99 | 105 | 92 | 99 | 105 | 92 |
Avg Bars in Losers | 39 | 53 | 27 | 39 | 53 | 27 |
Bars Traded | 6403 | 3775 | 2629 | 6403 | 3775 | 2629 |
Profit Streak | 0 | 0 | 185.2266 | 0 | 0 | 185.2266 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 287306 | 403542 | -579756 | -395848 | 37040 | -581423 |
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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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