Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 944684.8159 | 966293.7831 | -21608.9672 | 566790.3651 | 1311237.9898 | -744447.6247 |
Total P&L (%) | 944.6848 | 966.2938 | -21.609 | 566.7904 | 1311.238 | -744.4476 |
Avg Daily Profit (%) | 0.5193 | 0.5312 | -0.0119 | 0.1044 | 0.1456 | 0 |
Buy And Hold Return (%) | 586.9737 | 586.9737 | 586.9737 | 586.9737 | 586.9737 | 586.9737 |
Max Trade Drawdown | -124324 | -76905 | -109910 | -2269842 | -1193186 | -1188018 |
Profit Factor | 2.4325 | 4.5155 | 0.9438 | 1.1004 | 1.5867 | 0.7818 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 42.1687 | 48.7805 | 35.7143 | 42.1687 | 48.7805 | 35.7143 |
Ratio Avg Win / Avg Loss | 3.336 | 4.7413 | 1.6989 | 1.5091 | 1.666 | 1.4072 |
Largest Winning Trade | 519224 | 519224 | 74672 | 1420861 | 1420861 | 673077 |
Largest Losing Trade | -39944 | -30630 | -39944 | -561610 | -351606 | -561610 |
Avg Bars in Trades | 258 | 242 | 273 | 258 | 242 | 273 |
Avg Bars in Winners | 381 | 325 | 456 | 381 | 325 | 456 |
Avg Bars in Losers | 167 | 163 | 171 | 167 | 163 | 171 |
Bars Traded | 21428 | 9947 | 11480 | 21428 | 9947 | 11480 |
Profit Streak | 0 | 113.1431 | 0 | 0 | 113.1431 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 57093 | 344890 | -583512 | -332353 | -90 | -584623 |
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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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