Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 629476.0105 | 710904.8321 | -81428.8216 | -16892.2888 | 45157.4592 | -62049.748 |
Total P&L (%) | 629.476 | 710.9048 | -81.4288 | -16.8923 | 45.1575 | -62.0497 |
Avg Daily Profit (%) | 0.2517 | 0.2843 | -0.0326 | -0.0074 | 0.0149 | -0.0387 |
Buy And Hold Return (%) | 288.1098 | 288.1098 | 288.1098 | 288.1098 | 288.1098 | 288.1098 |
Max Trade Drawdown | -130019 | -87347 | -140008 | -172784 | -154582 | -84887 |
Profit Factor | 1.941 | 3.108 | 0.7545 | 0.974 | 1.1258 | 0.7865 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 44.8718 | 43.5897 | 46.1538 | 44.8718 | 43.5897 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.3847 | 4.0221 | 0.8803 | 1.1966 | 1.457 | 0.9175 |
Largest Winning Trade | 629082 | 629082 | 39163 | 162888 | 162888 | 39965 |
Largest Losing Trade | -57252 | -47985 | -57252 | -103966 | -103966 | -82936 |
Avg Bars in Trades | 186 | 171 | 200 | 186 | 171 | 200 |
Avg Bars in Winners | 227 | 187 | 265 | 227 | 187 | 265 |
Avg Bars in Losers | 152 | 158 | 145 | 152 | 158 | 145 |
Bars Traded | 14515 | 6683 | 7832 | 14515 | 6683 | 7832 |
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 | -34262 | 304264 | -582253 | -619883 | -423289 | -582253 |
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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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