Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 890890.6922 | 950515.4405 | -59624.7484 | -11621.8697 | 104780.7861 | -116402.6558 |
Total P&L (%) | 890.8907 | 950.5154 | -59.6247 | -11.6219 | 104.7808 | -116.4027 |
Avg Daily Profit (%) | 0.4953 | 0.5284 | -0.0331 | -0.0069 | 0.0399 | 0 |
Buy And Hold Return (%) | 350.6824 | 350.6824 | 350.6824 | 350.6824 | 350.6824 | 350.6824 |
Max Trade Drawdown | -142810 | -124480 | -236907 | -141781 | -135760 | -218055 |
Profit Factor | 1.8773 | 3.1503 | 0.896 | 0.9877 | 1.2446 | 0.7756 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 44.3662 | 39.4366 | 49.2958 | 44.3662 | 39.4366 | 49.2958 |
Ratio Avg Win / Avg Loss | 2.3541 | 4.838 | 0.9216 | 1.2386 | 1.9114 | 0.7978 |
Largest Winning Trade | 667779 | 667779 | 70408 | 71254 | 71254 | 45782 |
Largest Losing Trade | -85698 | -25746 | -85698 | -122873 | -33203 | -122873 |
Avg Bars in Trades | 49 | 38 | 61 | 49 | 38 | 61 |
Avg Bars in Winners | 68 | 46 | 85 | 68 | 46 | 85 |
Avg Bars in Losers | 34 | 32 | 37 | 34 | 32 | 37 |
Bars Traded | 7035 | 2698 | 4337 | 7035 | 2698 | 4337 |
Profit Streak | 0 | 0 | 27.6177 | 0 | 0 | 27.6177 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316450 | -77569 | -667469 | -580926 | -395652 | -667469 |
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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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