Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 383767.3063 | 394056.2255 | -10288.9192 | 66309.3261 | 623213.9904 | -556904.6642 |
Total P&L (%) | 383.7673 | 394.0562 | -10.2889 | 66.3093 | 623.214 | -556.9047 |
Avg Daily Profit (%) | 0.3109 | 0.3192 | -0.0083 | 0.0412 | 0.1604 | 0 |
Buy And Hold Return (%) | 33.6643 | 33.6643 | 33.6643 | 33.6643 | 33.6643 | 33.6643 |
Max Trade Drawdown | -188468 | -109804 | -109658 | -1969064 | -1095562 | -1361894 |
Profit Factor | 1.6147 | 2.4437 | 0.9707 | 1.0145 | 1.3027 | 0.7774 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Profitability (%) | 45.7447 | 46.8085 | 44.6809 | 45.7447 | 46.8085 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.9152 | 2.777 | 1.2018 | 1.2033 | 1.4804 | 0.9625 |
Largest Winning Trade | 162092 | 162092 | 41615 | 1227588 | 1227588 | 453419 |
Largest Losing Trade | -50657 | -42704 | -50657 | -710554 | -672542 | -710554 |
Avg Bars in Trades | 75 | 91 | 58 | 75 | 91 | 58 |
Avg Bars in Winners | 99 | 124 | 72 | 99 | 124 | 72 |
Avg Bars in Losers | 55 | 62 | 48 | 55 | 62 | 48 |
Bars Traded | 7071 | 4304 | 2767 | 7071 | 4304 | 2767 |
Profit Streak | 0 | 95.6316 | 0 | 0 | 95.6316 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367977 | 471445 | -581098 | -350874 | 273559 | -582765 |
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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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