Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 854360.9434 | 940417.2855 | -86056.3421 | 14667.7929 | 324414.3768 | -309746.5839 |
Total P&L (%) | 854.3609 | 940.4173 | -86.0563 | 14.6678 | 324.4144 | -309.7466 |
Avg Daily Profit (%) | 0.471 | 0.5184 | -0.0474 | 0.0075 | 0.0797 | 0 |
Buy And Hold Return (%) | 611.5427 | 611.5427 | 611.5427 | 611.5427 | 611.5427 | 611.5427 |
Max Trade Drawdown | -188143 | -90553 | -180784 | -321095 | -112512 | -346097 |
Profit Factor | 2.2296 | 4.1238 | 0.7815 | 1.0177 | 1.9772 | 0.3773 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 51.6129 | 54.3478 | 48.9362 | 51.6129 | 54.3478 | 48.9362 |
Ratio Avg Win / Avg Loss | 2.0903 | 3.464 | 0.8154 | 0.9541 | 1.6608 | 0.3937 |
Largest Winning Trade | 517999 | 517999 | 77157 | 283232 | 283232 | 32472 |
Largest Losing Trade | -78980 | -55438 | -78980 | -141792 | -91267 | -141792 |
Avg Bars in Trades | 38 | 32 | 43 | 38 | 32 | 43 |
Avg Bars in Winners | 52 | 44 | 60 | 52 | 44 | 60 |
Avg Bars in Losers | 23 | 18 | 27 | 23 | 18 | 27 |
Bars Traded | 3546 | 1479 | 2066 | 3546 | 1479 | 2066 |
Profit Streak | 0 | 159.2348 | 0 | 0 | 159.2348 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27194 | 358589 | -581110 | -550807 | -246515 | -581110 |
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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) |
---|