Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 880839.852 | 972857.3093 | -92017.4573 | -33822.9779 | 30506.997 | -64329.9748 |
Total P&L (%) | 880.8399 | 972.8573 | -92.0175 | -33.823 | 30.507 | -64.33 |
Avg Daily Profit (%) | 0.3896 | 0.4303 | -0.0407 | -0.0183 | 0.0118 | -0.0456 |
Buy And Hold Return (%) | 356.3465 | 356.3465 | 356.3465 | 356.3465 | 356.3465 | 356.3465 |
Max Trade Drawdown | -219867 | -91748 | -279092 | -128091 | -27455 | -134465 |
Profit Factor | 2.0506 | 3.6256 | 0.8033 | 0.888 | 1.2607 | 0.6521 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 49.6183 | 45.4545 | 53.8462 | 49.6183 | 45.4545 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.0821 | 4.3507 | 0.6886 | 0.9016 | 1.5128 | 0.5589 |
Largest Winning Trade | 704270 | 704270 | 34697 | 37658 | 37658 | 20354 |
Largest Losing Trade | -69855 | -54592 | -69855 | -93213 | -13915 | -93213 |
Avg Bars in Trades | 32 | 27 | 37 | 32 | 27 | 37 |
Avg Bars in Winners | 43 | 31 | 53 | 43 | 31 | 53 |
Avg Bars in Losers | 21 | 24 | 18 | 21 | 24 | 18 |
Bars Traded | 4250 | 1837 | 2413 | 4250 | 1837 | 2413 |
Profit Streak | 46.7124 | 59.7124 | 0 | 46.7124 | 59.7124 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380522 | -111945 | -711959 | -580020 | -467314 | -711959 |
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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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