Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 899979.747 | 920499.7661 | -20520.0191 | 72805.7261 | 552595.8586 | -479790.1325 |
Total P&L (%) | 899.9797 | 920.4998 | -20.52 | 72.8057 | 552.5959 | -479.7901 |
Avg Daily Profit (%) | 0.4817 | 0.4927 | -0.011 | 0.0293 | 0.1005 | 0 |
Buy And Hold Return (%) | 45.2466 | 45.2466 | 45.2466 | 45.2466 | 45.2466 | 45.2466 |
Max Trade Drawdown | -283603 | -141418 | -185022 | -1304641 | -648093 | -711132 |
Profit Factor | 2.0029 | 2.9169 | 0.9508 | 1.0411 | 1.6217 | 0.4573 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 47 | 20 | 27 | 47 | 20 | 27 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 40.8696 | 34.4828 | 47.3684 | 40.8696 | 34.4828 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.8979 | 5.5421 | 1.0565 | 1.5062 | 3.0813 | 0.5082 |
Largest Winning Trade | 734294 | 734294 | 51594 | 734294 | 734294 | 146428 |
Largest Losing Trade | -47649 | -47649 | -45866 | -395888 | -282995 | -395888 |
Avg Bars in Trades | 45 | 38 | 51 | 45 | 38 | 51 |
Avg Bars in Winners | 63 | 68 | 59 | 63 | 68 | 59 |
Avg Bars in Losers | 32 | 23 | 44 | 32 | 23 | 44 |
Bars Traded | 5197 | 2247 | 2950 | 5197 | 2247 | 2950 |
Profit Streak | 73.9415 | 117.6082 | 0 | 73.9415 | 117.6082 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 416300 | -169694 | -760190 | -340190 | -241189 | -761856 |
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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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