Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854112.8574 | 867411.8632 | -13299.0058 | 792497.4547 | 2065377.1817 | -1272879.727 |
Total P&L (%) | 854.1129 | 867.4119 | -13.299 | 792.4975 | 2065.3772 | -1272.8797 |
Avg Daily Profit (%) | 0.377 | 0.3829 | -0.0059 | 0.0967 | 0.1358 | 0 |
Buy And Hold Return (%) | 350.8857 | 350.8857 | 350.8857 | 350.8857 | 350.8857 | 350.8857 |
Max Trade Drawdown | -95067 | -60557 | -133531 | -1792586 | -1297266 | -1587978 |
Profit Factor | 2.2969 | 4.0787 | 0.9647 | 1.0827 | 1.4891 | 0.7627 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 38.7097 | 40.4255 | 36.9565 | 38.7097 | 40.4255 | 36.9565 |
Ratio Avg Win / Avg Loss | 3.6367 | 6.0107 | 1.6457 | 1.7142 | 2.1945 | 1.3011 |
Largest Winning Trade | 360400 | 360400 | 63663 | 1728632 | 1728632 | 666677 |
Largest Losing Trade | -47556 | -40147 | -47556 | -1091220 | -536595 | -1091220 |
Avg Bars in Trades | 65 | 51 | 79 | 65 | 51 | 79 |
Avg Bars in Winners | 100 | 69 | 135 | 100 | 69 | 135 |
Avg Bars in Losers | 43 | 39 | 46 | 43 | 39 | 46 |
Bars Traded | 6085 | 2432 | 3653 | 6085 | 2432 | 3653 |
Profit Streak | 0 | 0 | 79.7409 | 0 | 0 | 79.7409 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 208327 | 336107 | -582441 | -201281 | -13301 | -583552 |
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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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