Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1199935.1242 | 1274630.8041 | -74695.6799 | 80224.4365 | 350695.0161 | -270470.5796 |
Total P&L (%) | 1199.9351 | 1274.6308 | -74.6957 | 80.2244 | 350.695 | -270.4706 |
Avg Daily Profit (%) | 0.6573 | 0.6982 | -0.0409 | 0.0323 | 0.0825 | 0 |
Buy And Hold Return (%) | 695.1063 | 695.1063 | 695.1063 | 695.1063 | 695.1063 | 695.1063 |
Max Trade Drawdown | -190504 | -166987 | -77176 | -897226 | -772827 | -276251 |
Profit Factor | 2.6692 | 3.3582 | 0.5812 | 1.038 | 1.2143 | 0.4278 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 44.9438 | 43.1818 | 46.6667 | 44.9438 | 43.1818 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.2698 | 4.4187 | 0.6642 | 1.2716 | 1.5977 | 0.4889 |
Largest Winning Trade | 621724 | 621724 | 24683 | 642980 | 642980 | 33284 |
Largest Losing Trade | -49672 | -49672 | -21523 | -380219 | -380219 | -85688 |
Avg Bars in Trades | 117 | 214 | 21 | 117 | 214 | 21 |
Avg Bars in Winners | 165 | 321 | 24 | 165 | 321 | 24 |
Avg Bars in Losers | 77 | 133 | 19 | 77 | 133 | 19 |
Bars Traded | 10432 | 9453 | 979 | 10432 | 9453 | 979 |
Profit Streak | 0 | 92.9202 | 0 | 0 | 92.9202 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 237441 | 312695 | -581730 | -495972 | -249932 | -581730 |
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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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