Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718376.9681 | 928346.9426 | -209969.9746 | -97241.9525 | -2604.6588 | -94637.2937 |
Total P&L (%) | 718.377 | 928.3469 | -209.97 | -97.242 | -2.6047 | -94.6373 |
Avg Daily Profit (%) | 0.3239 | 0.4186 | -0.0947 | -0.1618 | -0.0012 | -0.1318 |
Buy And Hold Return (%) | 167.7165 | 167.7165 | 167.7165 | 167.7165 | 167.7165 | 167.7165 |
Max Trade Drawdown | -191849 | -106239 | -287182 | -109354 | -40579 | -107569 |
Profit Factor | 1.6847 | 2.9931 | 0.6401 | 0.6753 | 0.9795 | 0.4521 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Profitability (%) | 47.7876 | 50 | 45.614 | 47.7876 | 50 | 45.614 |
Ratio Avg Win / Avg Loss | 1.8407 | 2.9931 | 0.7632 | 0.7379 | 0.9795 | 0.539 |
Largest Winning Trade | 929111 | 929111 | 51782 | 45302 | 45302 | 12112 |
Largest Losing Trade | -79363 | -53626 | -79363 | -68999 | -30614 | -68999 |
Avg Bars in Trades | 56 | 50 | 61 | 56 | 50 | 61 |
Avg Bars in Winners | 65 | 50 | 82 | 65 | 50 | 82 |
Avg Bars in Losers | 47 | 51 | 44 | 47 | 51 | 44 |
Bars Traded | 6356 | 2853 | 3503 | 6356 | 2853 | 3503 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351294 | -165408 | -762539 | -581338 | -760833 | -762539 |
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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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