Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 713102.0702 | 788358.3896 | -75256.3195 | -39088.3238 | 134796.6809 | -173885.0047 |
Total P&L (%) | 713.1021 | 788.3584 | -75.2563 | -39.0883 | 134.7967 | -173.885 |
Avg Daily Profit (%) | 0.3889 | 0.4299 | -0.041 | -0.027 | 0.0466 | 0 |
Buy And Hold Return (%) | 115.7938 | 115.7938 | 115.7938 | 115.7938 | 115.7938 | 115.7938 |
Max Trade Drawdown | -187354 | -123269 | -202813 | -1856442 | -1356894 | -1105610 |
Profit Factor | 1.8677 | 2.99 | 0.8232 | 0.9916 | 1.0562 | 0.9223 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 66 | 37 | 29 | 66 | 37 | 29 |
Profitability (%) | 42.6087 | 36.2069 | 49.1228 | 42.6087 | 36.2069 | 49.1228 |
Ratio Avg Win / Avg Loss | 2.5157 | 5.2681 | 0.8526 | 1.3356 | 1.861 | 0.9553 |
Largest Winning Trade | 786732 | 786732 | 51547 | 981079 | 981079 | 441484 |
Largest Losing Trade | -52841 | -25822 | -52841 | -643630 | -444841 | -643630 |
Avg Bars in Trades | 92 | 93 | 91 | 92 | 93 | 91 |
Avg Bars in Winners | 139 | 164 | 121 | 139 | 164 | 121 |
Avg Bars in Losers | 57 | 52 | 63 | 57 | 52 | 63 |
Bars Traded | 10642 | 5408 | 5234 | 10642 | 5408 | 5234 |
Profit Streak | 0 | 0 | 45.6893 | 0 | 0 | 45.6893 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 362415 | -170111 | -760617 | -581680 | -588711 | -760617 |
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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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