Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529071.8966 | 551953.5004 | -22881.6038 | 937252.4272 | 4628740.1768 | -3691487.7496 |
Total P&L (%) | 529.0719 | 551.9535 | -22.8816 | 937.2524 | 4628.7402 | -3691.4878 |
Avg Daily Profit (%) | 0.2902 | 0.3028 | -0.0126 | 0.1284 | 0.2118 | 0 |
Buy And Hold Return (%) | 943.3725 | 943.3725 | 943.3725 | 943.3725 | 943.3725 | 943.3725 |
Max Trade Drawdown | -138640 | -73325 | -94243 | -4896689 | -2096656 | -3959879 |
Profit Factor | 1.5484 | 2.4189 | 0.9603 | 1.0502 | 1.6597 | 0.6837 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 100 | 52 | 48 | 100 | 52 | 48 |
Losing Trades | 128 | 62 | 66 | 128 | 62 | 66 |
Profitability (%) | 43.8596 | 45.614 | 42.1053 | 43.8596 | 45.614 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.982 | 2.8841 | 1.3204 | 1.3442 | 1.9789 | 0.9401 |
Largest Winning Trade | 105522 | 105522 | 77521 | 1939886 | 1939886 | 1193239 |
Largest Losing Trade | -38358 | -29501 | -38358 | -960904 | -545962 | -960904 |
Avg Bars in Trades | 47 | 24 | 69 | 47 | 24 | 69 |
Avg Bars in Winners | 72 | 32 | 115 | 72 | 32 | 115 |
Avg Bars in Losers | 27 | 18 | 36 | 27 | 18 | 36 |
Bars Traded | 10775 | 2827 | 7948 | 10775 | 2827 | 7948 |
Profit Streak | 0 | 24.3867 | 0 | 0 | 24.3867 | 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 | -155450 | -152903 | -582432 | -353522 | 331736 | -584099 |
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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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