Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532011.4093 | 600509.3431 | -68497.9338 | -12089.2081 | 133217.9567 | -145307.1648 |
Total P&L (%) | 532.0114 | 600.5093 | -68.4979 | -12.0892 | 133.218 | -145.3072 |
Avg Daily Profit (%) | 0.2901 | 0.3275 | -0.0374 | -0.007 | 0.0462 | 0 |
Buy And Hold Return (%) | 153.8802 | 153.8802 | 153.8802 | 153.8802 | 153.8802 | 153.8802 |
Max Trade Drawdown | -161414 | -99725 | -126049 | -286555 | -187252 | -129379 |
Profit Factor | 1.8089 | 3.0582 | 0.8128 | 0.9797 | 1.448 | 0.5121 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 42.5532 | 40.4255 | 44.6809 | 42.5532 | 40.4255 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.4421 | 4.5069 | 1.0063 | 1.3226 | 2.1339 | 0.634 |
Largest Winning Trade | 523406 | 523406 | 57417 | 256766 | 256766 | 40605 |
Largest Losing Trade | -54021 | -54021 | -50997 | -151101 | -151101 | -41620 |
Avg Bars in Trades | 113 | 106 | 120 | 113 | 106 | 120 |
Avg Bars in Winners | 166 | 154 | 176 | 166 | 154 | 176 |
Avg Bars in Losers | 74 | 74 | 74 | 74 | 74 | 74 |
Bars Traded | 10670 | 5025 | 5645 | 10670 | 5025 | 5645 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 248027 | 324668 | -581098 | -581756 | -298538 | -582765 |
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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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