Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 605163.4982 | 602361.563 | 2801.9352 | 49879.6268 | 401425.7406 | -351546.1138 |
Total P&L (%) | 605.1635 | 602.3616 | 2.8019 | 49.8796 | 401.4257 | -351.5461 |
Avg Daily Profit (%) | 0.312 | 0.3105 | 0.0014 | 0.0209 | 0.0832 | 0 |
Buy And Hold Return (%) | 21.9347 | 21.9347 | 21.9347 | 21.9347 | 21.9347 | 21.9347 |
Max Trade Drawdown | -176783 | -155530 | -66204 | -3069782 | -2654845 | -918628 |
Profit Factor | 1.732 | 2.1088 | 1.0099 | 1.0061 | 1.0748 | 0.8752 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Profitability (%) | 39.6552 | 34.4828 | 44.8276 | 39.6552 | 34.4828 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.6356 | 4.0068 | 1.2429 | 1.531 | 2.042 | 1.0771 |
Largest Winning Trade | 286086 | 286086 | 49285 | 2101722 | 2101722 | 730298 |
Largest Losing Trade | -42424 | -42424 | -31605 | -829741 | -829741 | -674989 |
Avg Bars in Trades | 98 | 166 | 30 | 98 | 166 | 30 |
Avg Bars in Winners | 137 | 267 | 36 | 137 | 267 | 36 |
Avg Bars in Losers | 73 | 112 | 26 | 73 | 112 | 26 |
Bars Traded | 11439 | 9648 | 1791 | 11439 | 9648 | 1791 |
Profit Streak | 0 | 102.5793 | 0 | 0 | 102.5793 | 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 | 308265 | -172416 | -748381 | -386476 | -404523 | -761178 |
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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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