Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 763361.032 | 743486.9593 | 19874.0727 | 115799.4882 | 333347.9292 | -217548.4411 |
Total P&L (%) | 763.361 | 743.487 | 19.8741 | 115.7995 | 333.3479 | -217.5484 |
Avg Daily Profit (%) | 0.4192 | 0.4083 | 0.0109 | 0.0422 | 0.0806 | 0 |
Buy And Hold Return (%) | 157.3891 | 157.3891 | 157.3891 | 157.3891 | 157.3891 | 157.3891 |
Max Trade Drawdown | -108368 | -79048 | -70420 | -679235 | -475663 | -290353 |
Profit Factor | 2.3267 | 3.7126 | 1.066 | 1.0743 | 1.4309 | 0.7226 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 40.5797 | 32.3529 | 48.5714 | 40.5797 | 32.3529 | 48.5714 |
Ratio Avg Win / Avg Loss | 3.407 | 7.7626 | 1.1287 | 1.5731 | 2.992 | 0.7651 |
Largest Winning Trade | 490251 | 490251 | 65798 | 701138 | 701138 | 144875 |
Largest Losing Trade | -44073 | -35856 | -44073 | -173724 | -173724 | -139377 |
Avg Bars in Trades | 47 | 51 | 44 | 47 | 51 | 44 |
Avg Bars in Winners | 73 | 89 | 62 | 73 | 89 | 62 |
Avg Bars in Losers | 30 | 32 | 28 | 30 | 32 | 28 |
Bars Traded | 3311 | 1738 | 1573 | 3311 | 1738 | 1573 |
Profit Streak | 0 | 22.3071 | 0 | 0 | 22.3071 | 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 | -97065 | 315300 | -492563 | -549844 | -95834 | -581343 |
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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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