Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642179.777 | 665743.9652 | -23564.1882 | 141419.7092 | 310644.0312 | -169224.322 |
Total P&L (%) | 642.1798 | 665.744 | -23.5642 | 141.4197 | 310.644 | -169.2243 |
Avg Daily Profit (%) | 0.3493 | 0.3621 | -0.0128 | 0.048 | 0.0769 | 0 |
Buy And Hold Return (%) | 155.7954 | 155.7954 | 155.7954 | 155.7954 | 155.7954 | 155.7954 |
Max Trade Drawdown | -113924 | -70805 | -91370 | -533764 | -275940 | -301067 |
Profit Factor | 2.0492 | 3.4583 | 0.9309 | 1.0844 | 1.3957 | 0.8101 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 37.6344 | 36.1702 | 39.1304 | 37.6344 | 36.1702 | 39.1304 |
Ratio Avg Win / Avg Loss | 3.3959 | 6.1029 | 1.4481 | 1.797 | 2.463 | 1.2601 |
Largest Winning Trade | 600071 | 600071 | 52778 | 240434 | 240434 | 217722 |
Largest Losing Trade | -32939 | -21127 | -32939 | -163774 | -163774 | -127856 |
Avg Bars in Trades | 112 | 105 | 120 | 112 | 105 | 120 |
Avg Bars in Winners | 208 | 184 | 231 | 208 | 184 | 231 |
Avg Bars in Losers | 54 | 60 | 48 | 54 | 60 | 48 |
Bars Traded | 10495 | 4955 | 5540 | 10495 | 4955 | 5540 |
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 | 235247 | 315416 | -583264 | -425800 | -100760 | -583264 |
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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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