Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 969422.6865 | 983373.8725 | -13951.186 | 597408.2782 | 708930.042 | -111521.7638 |
Total P&L (%) | 969.4227 | 983.3739 | -13.9512 | 597.4083 | 708.93 | -111.5218 |
Avg Daily Profit (%) | 0.5349 | 0.5426 | -0.0077 | 0.1072 | 0.1154 | 0 |
Buy And Hold Return (%) | 501.5126 | 501.5126 | 501.5126 | 501.5126 | 501.5126 | 501.5126 |
Max Trade Drawdown | -126905 | -77660 | -152772 | -313264 | -317517 | -360627 |
Profit Factor | 2.7364 | 4.7 | 0.9523 | 1.3757 | 1.9795 | 0.8713 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 44.1558 | 44.7368 | 43.5897 | 44.1558 | 44.7368 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.4608 | 5.8058 | 1.2324 | 1.7399 | 2.4452 | 1.1275 |
Largest Winning Trade | 502729 | 502729 | 76077 | 443885 | 443885 | 253820 |
Largest Losing Trade | -53983 | -32372 | -53983 | -155577 | -155577 | -149796 |
Avg Bars in Trades | 91 | 83 | 99 | 91 | 83 | 99 |
Avg Bars in Winners | 145 | 128 | 162 | 145 | 128 | 162 |
Avg Bars in Losers | 48 | 46 | 50 | 48 | 46 | 50 |
Bars Traded | 7044 | 3158 | 3886 | 7044 | 3158 | 3886 |
Profit Streak | 0 | 98.9356 | 0 | 0 | 98.9356 | 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 | -39764 | 356997 | -581583 | -202620 | -73334 | -581583 |
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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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