Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 466513.7289 | 536181.5011 | -69667.7723 | -1632151.4462 | -1137404.3818 | -494747.0644 |
Total P&L (%) | 466.5137 | 536.1815 | -69.6678 | -1632.1514 | -1137.4044 | -494.7471 |
Avg Daily Profit (%) | 0.2466 | 0.2835 | -0.0368 | 0 | 0 | 0 |
Buy And Hold Return (%) | 254.2926 | 254.2926 | 254.2926 | 254.2926 | 254.2926 | 254.2926 |
Max Trade Drawdown | -237874 | -126741 | -265060 | -3543076 | -1986453 | -1593256 |
Profit Factor | 1.6438 | 3.0417 | 0.8492 | 0.8152 | 0.7479 | 0.8854 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 54 | 26 | 28 | 37 | 21 | 16 |
Losing Trades | 34 | 18 | 16 | 51 | 23 | 28 |
Profitability (%) | 61.3636 | 59.0909 | 63.6364 | 42.0455 | 47.7273 | 36.3636 |
Ratio Avg Win / Avg Loss | 1.035 | 2.1058 | 0.4853 | 1.1236 | 0.8192 | 1.5495 |
Largest Winning Trade | 317174 | 317174 | 50987 | 1878110 | 497117 | 1878110 |
Largest Losing Trade | -202166 | -41554 | -202166 | -1342621 | -1342621 | -862765 |
Avg Bars in Trades | 39 | 44 | 35 | 39 | 44 | 35 |
Avg Bars in Winners | 40 | 42 | 39 | 35 | 43 | 24 |
Avg Bars in Losers | 39 | 48 | 28 | 43 | 46 | 40 |
Bars Traded | 3517 | 1971 | 1545 | 3517 | 1971 | 1545 |
Profit Streak | 0 | 0 | 0 | 63.038 | 63.038 | 93.038 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 144549 | 346790 | -578951 | -580996 | -581044 | -582685 |
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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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