Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771848.5417 | 771459.423 | 389.1187 | 16693.8584 | 306468.4994 | -289774.641 |
Total P&L (%) | 771.8485 | 771.4594 | 0.3891 | 16.6939 | 306.4685 | -289.7746 |
Avg Daily Profit (%) | 0.3979 | 0.3977 | 0.0002 | 0.008 | 0.0723 | 0 |
Buy And Hold Return (%) | 15.6736 | 15.6736 | 15.6736 | 15.6736 | 15.6736 | 15.6736 |
Max Trade Drawdown | -168463 | -178018 | -45775 | -3018992 | -2746064 | -598283 |
Profit Factor | 2.1217 | 2.4581 | 1.0024 | 1.0033 | 1.0755 | 0.7256 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 50 | 51.1111 | 48.8889 | 50 | 51.1111 | 48.8889 |
Ratio Avg Win / Avg Loss | 2.1217 | 2.3512 | 1.048 | 1.0033 | 1.0287 | 0.7586 |
Largest Winning Trade | 571817 | 571817 | 23689 | 2652618 | 2652618 | 152726 |
Largest Losing Trade | -66141 | -66141 | -21486 | -1389898 | -1389898 | -557841 |
Avg Bars in Trades | 253 | 481 | 25 | 253 | 481 | 25 |
Avg Bars in Winners | 191 | 351 | 23 | 191 | 351 | 23 |
Avg Bars in Losers | 314 | 616 | 26 | 314 | 616 | 26 |
Bars Traded | 22780 | 21649 | 1131 | 22780 | 21649 | 1131 |
Profit Streak | 0 | 69.57 | 0 | 0 | 69.57 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 504160 | 546476 | -576239 | -544419 | -233104 | -580866 |
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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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