Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387360.3775 | 278710.737 | 108649.6405 | 1035579.079 | 480036.5642 | 555542.5147 |
Total P&L (%) | 387.3604 | 278.7107 | 108.6496 | 1035.5791 | 480.0366 | 555.5425 |
Avg Daily Profit (%) | 0.2148 | 0.1546 | 0.0603 | 0.1349 | 0.0975 | 0.1043 |
Buy And Hold Return (%) | 75.8519 | 75.8519 | 75.8519 | 75.8519 | 75.8519 | 75.8519 |
Max Trade Drawdown | -99835 | -46117 | -120606 | -817070 | -484871 | -575864 |
Profit Factor | 1.925 | 2.6259 | 1.4392 | 1.3877 | 1.3816 | 1.3933 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 65.5172 | 70.4545 | 60.4651 | 65.5172 | 70.4545 | 60.4651 |
Ratio Avg Win / Avg Loss | 1.0131 | 1.1012 | 0.941 | 0.7304 | 0.5794 | 0.911 |
Largest Winning Trade | 53174 | 53174 | 33489 | 247289 | 230117 | 247289 |
Largest Losing Trade | -46117 | -46117 | -45293 | -346400 | -334811 | -346400 |
Avg Bars in Trades | 79 | 75 | 83 | 79 | 75 | 83 |
Avg Bars in Winners | 59 | 60 | 57 | 59 | 60 | 57 |
Avg Bars in Losers | 117 | 110 | 123 | 117 | 110 | 123 |
Bars Traded | 6906 | 3303 | 3603 | 6906 | 3303 | 3603 |
Profit Streak | 0 | 0 | 687.0986 | 0 | 0 | 687.0986 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415862 | 407812 | -141708 | -11113 | -61565 | -51542 |
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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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