Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 944160.7136 | 972811.3644 | -28650.6508 | 513088.7948 | 1160351.9571 | -647263.1623 |
Total P&L (%) | 944.1607 | 972.8114 | -28.6507 | 513.0888 | 1160.352 | -647.2632 |
Avg Daily Profit (%) | 0.5189 | 0.5347 | -0.0157 | 0.0997 | 0.1394 | 0 |
Buy And Hold Return (%) | 607.1942 | 607.1942 | 607.1942 | 607.1942 | 607.1942 | 607.1942 |
Max Trade Drawdown | -126069 | -68517 | -129274 | -1478820 | -769697 | -836654 |
Profit Factor | 2.4997 | 4.7847 | 0.9231 | 1.1333 | 1.7697 | 0.7234 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Losing Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Profitability (%) | 40.2597 | 47.3684 | 33.3333 | 40.2597 | 47.3684 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.7092 | 5.3163 | 1.8462 | 1.6817 | 1.9663 | 1.4469 |
Largest Winning Trade | 520756 | 520756 | 77255 | 812730 | 812730 | 514245 |
Largest Losing Trade | -46275 | -32187 | -46275 | -451647 | -211869 | -451647 |
Avg Bars in Trades | 45 | 42 | 48 | 45 | 42 | 48 |
Avg Bars in Winners | 68 | 54 | 88 | 68 | 54 | 88 |
Avg Bars in Losers | 30 | 31 | 29 | 30 | 31 | 29 |
Bars Traded | 3502 | 1597 | 1905 | 3502 | 1597 | 1905 |
Profit Streak | 0 | 111.7877 | 0 | 0 | 111.7877 | 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 | -44393 | 307664 | -584461 | -348025 | -11143 | -585572 |
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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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