Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703707.9875 | 746736.9047 | -43028.9172 | 139707.8974 | -278079.4397 | 417787.3371 |
Total P&L (%) | 703.708 | 746.7369 | -43.0289 | 139.7079 | -278.0794 | 417.7873 |
Avg Daily Profit (%) | 0.3903 | 0.4142 | -0.0239 | 0.0485 | 0 | 0.0912 |
Buy And Hold Return (%) | 233.615 | 233.615 | 233.615 | 233.615 | 233.615 | 233.615 |
Max Trade Drawdown | -224486 | -193233 | -99543 | -7745697 | -4882757 | -3161975 |
Profit Factor | 1.7728 | 2.8666 | 0.9157 | 1.0087 | 0.9573 | 1.0436 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Losing Trades | 78 | 43 | 35 | 78 | 43 | 35 |
Profitability (%) | 45.0704 | 39.4366 | 50.7042 | 45.0704 | 39.4366 | 50.7042 |
Ratio Avg Win / Avg Loss | 2.1606 | 4.4023 | 0.8903 | 1.2293 | 1.4702 | 1.0146 |
Largest Winning Trade | 378741 | 378741 | 67144 | 2487569 | 1909750 | 2487569 |
Largest Losing Trade | -50494 | -50494 | -42489 | -2756518 | -1459656 | -2756518 |
Avg Bars in Trades | 73 | 60 | 85 | 73 | 60 | 85 |
Avg Bars in Winners | 94 | 82 | 103 | 94 | 82 | 103 |
Avg Bars in Losers | 55 | 45 | 68 | 55 | 45 | 68 |
Bars Traded | 10367 | 4265 | 6102 | 10367 | 4265 | 6102 |
Profit Streak | 0 | 0 | 32.7176 | 0 | 0 | 32.7176 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301847 | -78661 | -667104 | -506444 | -670177 | -338385 |
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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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