Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 782569.1686 | 741973.4116 | 40595.757 | 1280164.0024 | 2102517.1453 | -822353.1429 |
Total P&L (%) | 782.5692 | 741.9734 | 40.5958 | 1280.164 | 2102.5171 | -822.3531 |
Avg Daily Profit (%) | 0.4311 | 0.4087 | 0.0224 | 0.1447 | 0.1705 | 0 |
Buy And Hold Return (%) | 760.272 | 760.272 | 760.272 | 760.272 | 760.272 | 760.272 |
Max Trade Drawdown | -153430 | -80515 | -90216 | -1897712 | -1216511 | -1145242 |
Profit Factor | 2.3359 | 3.7396 | 1.1289 | 1.1791 | 1.6668 | 0.794 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 50.5155 | 51.0204 | 50 | 50.5155 | 51.0204 | 50 |
Ratio Avg Win / Avg Loss | 2.2882 | 3.59 | 1.1289 | 1.1551 | 1.6002 | 0.794 |
Largest Winning Trade | 425588 | 425588 | 69177 | 1539906 | 1539906 | 922675 |
Largest Losing Trade | -52833 | -52833 | -41680 | -877415 | -392585 | -877415 |
Avg Bars in Trades | 52 | 30 | 75 | 52 | 30 | 75 |
Avg Bars in Winners | 69 | 36 | 103 | 69 | 36 | 103 |
Avg Bars in Losers | 35 | 24 | 46 | 35 | 24 | 46 |
Bars Traded | 5104 | 1503 | 3601 | 5104 | 1503 | 3601 |
Profit Streak | 3.3963 | 39.3963 | 0 | 3.3963 | 39.3963 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142642 | -147428 | -407425 | -32375 | 334097 | -580689 |
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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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